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 | 0.51% | 97.34 % | 97.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'350 CHF | 491'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'914 CHF | 493'414 CHF | 89.38% | 89.38% |
18.11.2024 | 0.51% | 98.59 % | 99.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'095 CHF | 493'595 CHF | 99.68% | 99.68% |
15.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'868 CHF | 490'368 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.89 % | 99.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'851 CHF | 490'351 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 95.59 % | 96.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'433 CHF | 476'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 94.54 % | 95.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'740 CHF | 480'240 CHF | 98.75% | 98.75% |
11.11.2024 | 0.51% | 96.44 % | 96.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'745 CHF | 488'245 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.01 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'591 CHF | 491'091 CHF | 99.84% | 99.84% |
07.11.2024 | 0.50% | 98.18 % | 98.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'196 CHF | 496'696 CHF | 100.00% | 100.00% |