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 | 0,31% | 98,10 % | 98,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 888 CHF | 493 437 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 987 CHF | 491 537 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 98,20 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 732 CHF | 492 282 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 761 CHF | 494 310 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 557 CHF | 494 057 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 327 CHF | 491 827 CHF | 99,69% | 99,69% |