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 | 492'827 CHF | 494'376 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'912 CHF | 489'462 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'479 CHF | 492'029 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'636 CHF | 493'184 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'386 CHF | 491'886 CHF | 99.10% | 99.10% |
13.11.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'159 CHF | 485'659 CHF | 99.69% | 99.69% |