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 | 0,32% | 96,70 % | 97,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 291 CHF | 486 840 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 96,50 % | 96,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 629 CHF | 485 179 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 799 CHF | 488 349 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 649 CHF | 490 197 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 005 CHF | 488 505 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 470 CHF | 485 970 CHF | 99,69% | 99,69% |