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 | 0.51% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'972 CHF | 477'420 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'962 CHF | 478'462 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'311 CHF | 482'811 CHF | 99.19% | 99.19% |
15.11.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'114 CHF | 485'614 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'760 CHF | 482'260 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'722 CHF | 483'222 CHF | 99.17% | 99.17% |
12.11.2024 | - | 98.55 % | 99.05 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |