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 | 0.34% | 89.60 % | 89.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'185 CHF | 452'734 CHF | 99.40% | 99.40% |
19.11.2024 | 0.34% | 90.80 % | 91.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'645 CHF | 457'195 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 91.50 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'219 CHF | 459'719 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 93.40 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'060 CHF | 477'560 CHF | 96.58% | 96.58% |
14.11.2024 | 0.53% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'414 CHF | 475'914 CHF | 99.10% | 99.10% |
13.11.2024 | 0.52% | 94.60 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'090 CHF | 482'590 CHF | 95.63% | 95.63% |