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 | 0,34% | 89,60 % | 89,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 185 CHF | 452 734 CHF | 99,40% | 99,40% |
19/11/2024 | 0,34% | 90,80 % | 91,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 645 CHF | 457 195 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 91,50 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 219 CHF | 459 719 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 93,40 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 060 CHF | 477 560 CHF | 96,58% | 96,58% |
14/11/2024 | 0,53% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 414 CHF | 475 914 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 94,60 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 090 CHF | 482 590 CHF | 95,63% | 95,63% |