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% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 488 CHF | 500 988 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 694 CHF | 500 194 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 771 CHF | 501 271 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 788 CHF | 502 288 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 810 CHF | 501 310 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 273 CHF | 501 773 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 558 CHF | 501 058 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 606 CHF | 503 106 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 896 CHF | 501 396 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 266 CHF | 501 766 CHF | 99,23% | 99,23% |