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 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'354 CHF | 494'354 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'250 CHF | 493'250 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'978 CHF | 497'978 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'013 CHF | 497'013 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'148 CHF | 498'148 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'759 CHF | 497'759 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'705 CHF | 497'705 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'211 CHF | 501'211 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'429 CHF | 499'429 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'222 CHF | 500'222 CHF | 99.76% | 99.76% |