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 | 0.60% | 98.72 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'587 CHF | 249'087 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 98.76 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'093 CHF | 249'593 CHF | 89.36% | 89.36% |
18.11.2024 | 0.60% | 99.25 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'679 CHF | 249'179 CHF | 99.67% | 99.67% |
15.11.2024 | 0.60% | 99.11 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'152 CHF | 250'652 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 99.87 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'072 CHF | 251'572 CHF | 100.00% | 100.00% |