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% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 166 CHF | 497 666 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 062 CHF | 496 562 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 622 CHF | 497 122 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 659 CHF | 499 159 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 859 CHF | 499 359 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 420 CHF | 497 920 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 811 CHF | 500 311 CHF | 93,41% | 93,41% |