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% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 192 CHF | 491 692 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 213 CHF | 492 713 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 660 CHF | 491 160 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 397 CHF | 490 897 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 819 CHF | 492 319 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 496 CHF | 489 996 CHF | 65,05% | 65,05% |
12/11/2024 | 0,50% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 004 CHF | 500 504 CHF | 93,36% | 93,36% |