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 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 222 CHF | 481 722 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 694 CHF | 474 244 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 95,80 % | 96,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 516 CHF | 483 066 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 96,90 % | 97,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 150 CHF | 484 699 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 037 CHF | 484 537 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 823 CHF | 483 323 CHF | 99,69% | 99,69% |