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 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'581 CHF | 485'581 CHF | 97.94% | 97.94% |
19.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'704 CHF | 484'704 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'604 CHF | 489'604 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'908 CHF | 489'908 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'007 CHF | 490'007 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'801 CHF | 485'801 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'779 CHF | 486'779 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'318 CHF | 491'318 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'000 CHF | 486'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'406 CHF | 494'406 CHF | 99.23% | 99.23% |