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 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 828 CHF | 460 078 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 891 CHF | 455 141 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 973 CHF | 472 253 CHF | 99,22% | 99,22% |
15/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 034 CHF | 483 534 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 345 CHF | 490 845 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 577 CHF | 492 077 CHF | 99,17% | 99,17% |
12/11/2024 | - | 99,40 % | 99,90 % | 500 000 | 500 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |