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 | 0.33% | 95.10 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'396 CHF | 473'945 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'331 CHF | 473'881 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'755 CHF | 474'305 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'048 CHF | 482'596 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'891 CHF | 488'391 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'053 CHF | 490'553 CHF | 99.69% | 99.69% |