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% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 927 CHF | 489 476 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 255 CHF | 486 805 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 228 CHF | 485 778 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 021 CHF | 484 569 CHF | 99,04% | 99,04% |
14/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 218 CHF | 492 718 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 283 CHF | 491 783 CHF | 99,69% | 99,69% |