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 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'276 CHF | 476'276 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'178 CHF | 478'178 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'693 CHF | 477'693 CHF | 100.00% | 100.00% |
15.11.2024 | - | 93.70 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 94.30 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'179 CHF | 481'179 CHF | 100.00% | 100.00% |
12.11.2024 | - | 95.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'077 CHF | 483'077 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'935 CHF | 479'935 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'014 CHF | 481'014 CHF | 99.76% | 99.76% |