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 | 0,32% | 96,90 % | 97,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 411 CHF | 485 959 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 702 CHF | 482 252 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 97,10 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 057 CHF | 486 607 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 514 CHF | 489 063 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 387 CHF | 488 887 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 555 CHF | 484 055 CHF | 99,69% | 99,69% |