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% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 667 CHF | 498 167 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 699 CHF | 498 199 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 305 CHF | 496 805 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 018 CHF | 494 518 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 725 CHF | 495 225 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 188 CHF | 494 688 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 596 CHF | 499 096 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 440 CHF | 502 940 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 419 CHF | 502 919 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 449 CHF | 503 949 CHF | 98,79% | 98,79% |