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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'098 CHF | 497'598 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'061 CHF | 497'561 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'115 CHF | 496'615 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'731 CHF | 492'279 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'865 CHF | 490'365 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'823 CHF | 491'323 CHF | 99.69% | 99.69% |