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% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 897 CHF | 501 397 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 814 CHF | 500 314 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 112 CHF | 500 612 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 971 CHF | 501 471 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 330 CHF | 499 830 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 007 CHF | 498 507 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 048 CHF | 498 548 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 479 CHF | 500 979 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 925 CHF | 498 425 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 174 CHF | 500 674 CHF | 63,05% | 63,05% |