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% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 086 CHF | 502 586 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 700 CHF | 500 200 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 224 CHF | 500 724 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 399 CHF | 501 899 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 694 CHF | 501 194 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 842 CHF | 501 342 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 202 CHF | 502 702 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 263 CHF | 504 763 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 002 CHF | 503 502 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 550 CHF | 503 050 CHF | 98,80% | 98,80% |