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 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'831 CHF | 476'831 CHF | 97.94% | 97.94% |
19.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'371 CHF | 473'371 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'200 CHF | 486'200 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'342 CHF | 489'342 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'272 CHF | 496'272 CHF | 100.00% | 100.00% |