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 | 0.83% | 95.90 % | 96.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 481'351 CHF | 97'070 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 95.80 % | 96.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 476'506 CHF | 96'101 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 485'433 CHF | 98'087 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 499'994 | 500'000 | 480'443 CHF | 485'449 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'250 CHF | 491'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'583 CHF | 490'583 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'227 CHF | 489'227 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'402 CHF | 493'402 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'248 CHF | 492'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'893 CHF | 492'893 CHF | 99.76% | 99.76% |