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 | 0.51% | 96.31 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'576 CHF | 488'076 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.22 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'218 CHF | 487'718 CHF | 89.37% | 89.37% |
18.11.2024 | 0.51% | 97.77 % | 98.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'900 CHF | 489'400 CHF | 99.68% | 99.68% |
15.11.2024 | 0.50% | 98.28 % | 98.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'656 CHF | 498'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'661 CHF | 503'161 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.18 % | 99.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'572 CHF | 499'072 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.89 % | 100.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'901 CHF | 504'401 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 100.69 % | 101.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'282 CHF | 506'782 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.31 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'608 CHF | 503'108 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.28 % | 100.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'281 CHF | 503'781 CHF | 100.00% | 100.00% |