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% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 242 CHF | 500 742 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 499 989 | 495 945 CHF | 498 433 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 207 CHF | 500 707 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 100 CHF | 498 600 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 823 CHF | 497 323 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 965 CHF | 497 465 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 110 CHF | 498 610 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 658 CHF | 500 158 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 960 CHF | 498 460 CHF | 99,36% | 99,36% |
07/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 544 CHF | 499 044 CHF | 63,05% | 63,05% |