Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,50% | 98,76 % | 99,26 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 486 CHF | 49 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 98,71 % | 99,21 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 391 CHF | 49 641 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 99,54 % | 100,04 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 688 CHF | 49 938 CHF | 99,68% | 99,68% |
15/11/2024 | 0,50% | 99,09 % | 99,59 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 700 CHF | 49 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,95 % | 100,45 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 882 CHF | 50 132 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,71 % | 100,21 % | 50 000 | 50 000 | 50 000 | 49 991 | 49 699 CHF | 49 939 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,43 % | 99,93 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 005 CHF | 50 255 CHF | 98,74% | 98,74% |
11/11/2024 | 0,50% | 100,42 % | 100,92 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 257 CHF | 50 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,22 % | 100,72 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 129 CHF | 50 379 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,33 % | 100,83 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 221 CHF | 50 471 CHF | 100,00% | 100,00% |