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 | - | 98.40 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
19.11.2024 | - | 99.20 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 495'147 CHF | 99'830 CHF | 85.57% | 100.00% |
15.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'290 CHF | 497'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'695 CHF | 495'695 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'124 CHF | 496'124 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'400 CHF | 499'400 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'537 CHF | 503'537 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'962 CHF | 500'962 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'664 CHF | 503'664 CHF | 99.24% | 99.24% |