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% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'201 CHF | 492'201 CHF | 99.37% | 99.37% |
19.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'968 CHF | 490'968 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'328 CHF | 492'328 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'732 CHF | 487'732 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'284 CHF | 490'284 CHF | 99.10% | 99.10% |
13.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'586 CHF | 483'586 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'074 CHF | 485'074 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'959 CHF | 488'959 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'178 CHF | 489'178 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'950 CHF | 493'950 CHF | 99.23% | 99.23% |