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 | 489 787 CHF | 492 287 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 881 CHF | 489 381 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 505 CHF | 491 005 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 456 CHF | 492 956 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 661 CHF | 491 161 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 934 CHF | 490 434 CHF | 99,69% | 99,69% |