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% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'927 CHF | 489'476 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'255 CHF | 486'805 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'228 CHF | 485'778 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'021 CHF | 484'569 CHF | 99.04% | 99.04% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'218 CHF | 492'718 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'283 CHF | 491'783 CHF | 99.69% | 99.69% |