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 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 513 CHF | 498 013 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 98,70 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 660 CHF | 495 160 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 548 CHF | 498 048 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 007 CHF | 499 507 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,00 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 156 CHF | 499 656 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 120 CHF | 495 620 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 025 CHF | 500 525 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 178 CHF | 501 678 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 369 CHF | 498 869 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 011 CHF | 500 511 CHF | 99,24% | 99,24% |