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 | 0.96% | 103.30 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'382 CHF | 523'382 CHF | 97.95% | 97.95% |
19.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'359 CHF | 519'359 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'473 CHF | 515'473 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'560 CHF | 511'560 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'636 CHF | 505'636 CHF | 100.00% | 100.00% |