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% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 709 CHF | 500 209 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 029 CHF | 497 529 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 868 CHF | 499 368 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 938 CHF | 500 438 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 499 885 | 497 076 CHF | 499 461 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 285 CHF | 499 785 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 877 CHF | 500 377 CHF | 93,41% | 93,41% |