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% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'869 CHF | 487'869 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'491 CHF | 485'491 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'799 CHF | 486'799 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'761 CHF | 489'761 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'164 CHF | 489'164 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'340 CHF | 491'340 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'023 CHF | 492'023 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'540 CHF | 498'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'576 CHF | 496'576 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'434 CHF | 498'434 CHF | 99.23% | 99.23% |