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 | 0.62% | 96.00 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'623 CHF | 485'623 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 96.45 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'889 CHF | 482'639 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 96.80 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'516 CHF | 485'266 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 96.10 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'669 CHF | 485'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 96.00 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'563 CHF | 481'563 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'567 CHF | 486'067 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'055 CHF | 492'555 CHF | 99.58% | 99.58% |
11.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'989 CHF | 498'489 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'784 CHF | 498'284 CHF | 99.66% | 99.66% |
07.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'626 CHF | 499'126 CHF | 99.91% | 99.91% |