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 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'659 CHF | 493'159 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 97.20 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'454 CHF | 486'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'762 CHF | 489'262 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'848 CHF | 493'348 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'639 CHF | 497'139 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'459 CHF | 500'959 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 499'738 | 499'738 | 502'850 CHF | 504'351 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'812 CHF | 493'312 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 96.50 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'064 CHF | 488'564 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'810 CHF | 489'310 CHF | 99.24% | 99.24% |