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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'803 CHF | 495'803 CHF | 98.58% | 98.58% |
19.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'800 CHF | 492'800 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'526 CHF | 498'526 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'442 CHF | 497'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'766 CHF | 499'766 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'092 CHF | 499'092 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'193 CHF | 498'193 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'945 CHF | 500'945 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'732 CHF | 499'732 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'254 CHF | 500'254 CHF | 99.76% | 99.76% |