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 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'875 CHF | 483'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 492'406 | 492'406 | 475'669 CHF | 477'229 CHF | 97.36% | 97.36% |
18.11.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'273 CHF | 488'823 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'936 CHF | 489'485 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'279 CHF | 491'779 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'797 CHF | 489'297 CHF | 99.69% | 99.69% |