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 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 098 CHF | 497 598 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 061 CHF | 497 561 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 115 CHF | 496 615 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 731 CHF | 492 279 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 865 CHF | 490 365 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 823 CHF | 491 323 CHF | 99,69% | 99,69% |