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% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'388 CHF | 492'388 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'989 CHF | 489'989 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'367 CHF | 494'367 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'186 CHF | 494'186 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'139 CHF | 495'139 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'689 CHF | 494'689 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'341 CHF | 492'341 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'206 CHF | 496'206 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'437 CHF | 496'437 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'516 CHF | 494'516 CHF | 99.23% | 99.23% |