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 | 1.01% | 98.65 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'097 CHF | 499'097 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 98.65 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'070 CHF | 498'070 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.95 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'322 CHF | 499'322 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'751 CHF | 499'751 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'641 CHF | 500'641 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.15 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'540 CHF | 500'540 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.65 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'967 CHF | 498'967 CHF | 96.09% | 96.09% |
11.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'619 CHF | 500'619 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'036 CHF | 500'036 CHF | 87.00% | 87.00% |
07.11.2024 | 1.00% | 99.15 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'705 CHF | 500'705 CHF | 40.72% | 40.72% |