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% | 96,30 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 758 CHF | 485 307 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 96,30 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 243 CHF | 483 793 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 036 CHF | 487 586 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,60 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 987 CHF | 489 536 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 112 CHF | 486 612 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 602 CHF | 484 102 CHF | 99,69% | 99,69% |