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 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 605 CHF | 500 154 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 376 CHF | 498 926 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 99,60 % | 99,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 578 CHF | 501 128 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 886 CHF | 503 435 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 004 CHF | 501 554 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 492 CHF | 500 042 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 134 CHF | 502 684 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 970 CHF | 506 520 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 594 CHF | 502 144 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 412 CHF | 500 962 CHF | 99,76% | 99,76% |