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% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 150 CHF | 498 650 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 229 CHF | 497 729 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 782 CHF | 498 282 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 408 CHF | 495 908 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 250 CHF | 493 750 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 334 CHF | 491 834 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 765 CHF | 494 265 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 381 CHF | 495 881 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 051 CHF | 497 551 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 564 CHF | 497 064 CHF | 98,77% | 98,77% |