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 | 0.76% | 90.00 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'717 CHF | 460'217 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 92.60 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'776 CHF | 465'276 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 91.90 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'921 CHF | 464'421 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 92.80 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'755 CHF | 472'255 CHF | 98.35% | 98.35% |
14.11.2024 | 0.94% | 95.50 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'449 CHF | 481'949 CHF | 99.10% | 99.10% |
13.11.2024 | 0.92% | 94.80 % | 95.70 % | 500'000 | 500'000 | 499'734 | 499'717 | 472'674 CHF | 477'011 CHF | 99.19% | 99.19% |