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 | 0,96% | 103,30 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 382 CHF | 523 382 CHF | 97,95% | 97,95% |
19/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 359 CHF | 519 359 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 473 CHF | 515 473 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 560 CHF | 511 560 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 636 CHF | 505 636 CHF | 100,00% | 100,00% |