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% | 98.10 % | 98.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 492'319 CHF | 99'264 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 490'617 CHF | 98'923 CHF | 99.81% | 99.81% |
18.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 494'951 CHF | 99'790 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'132 CHF | 500'132 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'469 CHF | 498'469 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'151 CHF | 496'151 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'103 CHF | 495'103 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'773 CHF | 500'773 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'624 CHF | 498'624 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'626 CHF | 501'626 CHF | 99.23% | 99.23% |