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% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 078 CHF | 502 578 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 822 CHF | 500 322 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 852 CHF | 501 352 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 780 CHF | 498 280 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 552 CHF | 498 052 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 815 CHF | 500 315 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 600 CHF | 499 100 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 981 CHF | 502 481 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 234 CHF | 501 734 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 946 CHF | 503 446 CHF | 98,79% | 98,79% |