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 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 499'782 | 500'000 | 497'657 CHF | 501'874 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'140 CHF | 500'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'016 CHF | 499'016 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'483 CHF | 497'483 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 499'945 | 494'876 CHF | 498'822 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'799 CHF | 494'799 CHF | 99.85% | 99.85% |
12.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'831 CHF | 496'831 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'584 CHF | 499'584 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'266 CHF | 496'266 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'822 CHF | 498'822 CHF | 99.76% | 99.76% |