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 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'133 CHF | 503'133 CHF | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'368 CHF | 498'368 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'881 CHF | 500'881 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'946 CHF | 500'946 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'237 CHF | 501'237 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'410 CHF | 501'410 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 99.10 % | 99.90 % | 500'000 | 500'000 | 335'747 | 335'747 | 332'703 CHF | 336'045 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'011 CHF | 502'011 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'881 CHF | 500'881 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'896 CHF | 500'896 CHF | 99.76% | 99.76% |