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% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'140 CHF | 490'140 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'633 CHF | 488'633 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'652 CHF | 487'652 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'774 CHF | 488'774 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'590 CHF | 491'590 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'952 CHF | 485'952 CHF | 99.85% | 99.85% |
12.11.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'600 CHF | 487'600 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'908 CHF | 494'908 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'163 CHF | 492'163 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'396 CHF | 494'396 CHF | 99.23% | 99.23% |