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 | 492 827 CHF | 494 376 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 912 CHF | 489 462 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 479 CHF | 492 029 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 636 CHF | 493 184 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 386 CHF | 491 886 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 159 CHF | 485 659 CHF | 99,69% | 99,69% |