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 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'205 CHF | 488'205 CHF | 97.94% | 97.94% |
19.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'601 CHF | 488'601 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'378 CHF | 490'378 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'918 CHF | 488'918 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'106 CHF | 488'106 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'981 CHF | 481'981 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'417 CHF | 485'417 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'633 CHF | 489'633 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'016 CHF | 489'016 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'521 CHF | 489'521 CHF | 99.23% | 99.23% |