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% | 95,10 % | 95,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 120 CHF | 479 669 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 203 CHF | 478 753 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 686 CHF | 482 236 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 96,50 % | 96,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 688 CHF | 486 237 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 597 CHF | 487 097 CHF | 99,10% | 99,10% |
13/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 885 CHF | 484 385 CHF | 99,69% | 99,69% |