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% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 875 CHF | 483 424 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 95,90 % | 96,21 % | 500 000 | 500 000 | 492 406 | 492 406 | 475 669 CHF | 477 229 CHF | 97,36% | 97,36% |
18/11/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 273 CHF | 488 823 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,60 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 936 CHF | 489 485 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 279 CHF | 491 779 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 797 CHF | 489 297 CHF | 99,69% | 99,69% |