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 | 0,33% | 95,10 % | 95,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 396 CHF | 473 945 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 94,20 % | 94,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 331 CHF | 473 881 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 755 CHF | 474 305 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 048 CHF | 482 596 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 891 CHF | 488 391 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 053 CHF | 490 553 CHF | 99,69% | 99,69% |