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% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'258 CHF | 494'258 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'669 CHF | 492'669 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'309 CHF | 497'309 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'569 CHF | 496'569 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'527 CHF | 492'527 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'790 CHF | 497'790 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'987 CHF | 496'987 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 499'729 | 500'011 CHF | 504'737 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'542 CHF | 497'542 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'341 CHF | 501'341 CHF | 99.23% | 99.23% |