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% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 121 CHF | 501 621 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 876 CHF | 492 376 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 907 CHF | 494 407 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 407 CHF | 495 907 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 061 CHF | 497 561 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 854 CHF | 493 354 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 554 CHF | 496 054 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 003 CHF | 498 503 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 286 CHF | 498 786 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 200 CHF | 499 700 CHF | 98,56% | 98,56% |