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 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 340 CHF | 492 840 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 868 CHF | 492 368 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 98,10 % | 98,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 553 CHF | 491 103 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 656 CHF | 489 205 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 624 CHF | 490 124 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 897 CHF | 489 397 CHF | 99,69% | 99,69% |