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 | 0,84% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 831 CHF | 476 831 CHF | 97,94% | 97,94% |
19/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 371 CHF | 473 371 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 200 CHF | 486 200 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 342 CHF | 489 342 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 272 CHF | 496 272 CHF | 100,00% | 100,00% |