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% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'139 CHF | 494'139 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'957 CHF | 491'957 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'508 CHF | 495'508 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'408 CHF | 496'408 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'578 CHF | 495'578 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'571 CHF | 492'571 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'175 CHF | 493'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'334 CHF | 498'334 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'129 CHF | 495'129 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'639 CHF | 499'639 CHF | 99.24% | 99.24% |