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 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'222 CHF | 481'722 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'694 CHF | 474'244 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 95.80 % | 96.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'516 CHF | 483'066 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'150 CHF | 484'699 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'037 CHF | 484'537 CHF | 99.10% | 99.10% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'823 CHF | 483'323 CHF | 99.69% | 99.69% |