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% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'238 CHF | 497'238 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'073 CHF | 496'073 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'912 CHF | 495'912 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'073 CHF | 496'073 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'759 CHF | 496'759 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'439 CHF | 497'439 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'549 CHF | 497'549 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'206 CHF | 498'206 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'371 CHF | 497'371 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'051 CHF | 498'051 CHF | 99.23% | 99.23% |