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 | 0,51% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 972 CHF | 477 420 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 962 CHF | 478 462 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 311 CHF | 482 811 CHF | 99,19% | 99,19% |
15/11/2024 | 0,52% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 114 CHF | 485 614 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 760 CHF | 482 260 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 722 CHF | 483 222 CHF | 99,17% | 99,17% |
12/11/2024 | - | 98,55 % | 99,05 % | 500 000 | 500 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |