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 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 408 CHF | 499 908 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 557 CHF | 501 057 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 592 CHF | 497 092 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 858 CHF | 497 358 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 511 CHF | 497 011 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 388 CHF | 495 888 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 336 CHF | 497 836 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 881 CHF | 496 381 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 740 CHF | 493 240 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 97,90 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 465 CHF | 491 965 CHF | 100,00% | 100,00% |