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% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'758 CHF | 485'307 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'243 CHF | 483'793 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'036 CHF | 487'586 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'987 CHF | 489'536 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'112 CHF | 486'612 CHF | 99.10% | 99.10% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'602 CHF | 484'102 CHF | 99.69% | 99.69% |