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 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'888 CHF | 493'437 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'987 CHF | 491'537 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'732 CHF | 492'282 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'761 CHF | 494'310 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'557 CHF | 494'057 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'327 CHF | 491'827 CHF | 99.69% | 99.69% |