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% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 482 CHF | 503 982 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 592 CHF | 498 092 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 599 CHF | 501 099 CHF | 98,90% | 98,90% |
15/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 073 CHF | 502 573 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 636 CHF | 500 136 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 039 CHF | 495 539 CHF | 65,05% | 65,05% |
12/11/2024 | 0,50% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 298 CHF | 498 798 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 791 CHF | 499 291 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 690 CHF | 498 190 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 445 CHF | 499 945 CHF | 98,56% | 98,56% |