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% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'692 CHF | 498'692 CHF | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'083 CHF | 496'083 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'914 CHF | 497'914 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'640 CHF | 498'640 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'357 CHF | 498'357 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'580 CHF | 497'580 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'206 CHF | 498'206 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'428 CHF | 498'428 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'844 CHF | 495'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'091 CHF | 498'091 CHF | 99.76% | 99.76% |