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% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'933 CHF | 492'933 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'315 CHF | 486'315 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'773 CHF | 485'773 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'598 CHF | 487'598 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'977 CHF | 491'977 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'528 CHF | 493'528 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'601 CHF | 495'601 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'582 CHF | 488'582 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'561 CHF | 484'561 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'488 CHF | 490'488 CHF | 99.76% | 99.76% |