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 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'724 CHF | 491'724 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 98.20 % | 99.00 % | 500'000 | 500'000 | 495'774 | 495'774 | 486'043 CHF | 490'028 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'609 CHF | 493'609 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'532 CHF | 492'532 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'672 CHF | 491'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'837 CHF | 487'837 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'365 CHF | 491'365 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'907 CHF | 494'907 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'789 CHF | 492'789 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'818 CHF | 495'818 CHF | 99.23% | 99.23% |