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 | 0.80% | 99.10 % | 99.90 % | 50'000 | 50'000 | 481'020 | 481'020 | 476'397 CHF | 480'246 CHF | 97.95% | 97.95% |
19.11.2024 | 1.00% | 99.30 % | 100.30 % | 50'000 | 50'000 | 481'470 | 481'470 | 477'239 CHF | 482'054 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.10 % | 100.10 % | 50'000 | 50'000 | 481'458 | 481'458 | 477'127 CHF | 481'941 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.30 % | 100.10 % | 50'000 | 50'000 | 481'305 | 481'305 | 478'076 CHF | 481'926 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 50'000 | 50'000 | 481'439 | 481'439 | 478'660 CHF | 482'511 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.50 % | 100.50 % | 50'000 | 50'000 | 481'498 | 481'498 | 479'081 CHF | 483'896 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.40 % | 100.40 % | 50'000 | 50'000 | 481'452 | 481'452 | 478'991 CHF | 483'806 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 50'000 | 50'000 | 481'418 | 481'418 | 479'010 CHF | 482'862 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 50'000 | 50'000 | 481'513 | 481'513 | 478'708 CHF | 482'560 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.30 % | 100.30 % | 50'000 | 50'000 | 481'241 | 481'241 | 477'620 CHF | 482'432 CHF | 99.23% | 99.23% |