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 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'629 CHF | 496'629 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'173 CHF | 495'173 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'773 CHF | 496'773 CHF | 99.65% | 99.65% |
15.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'728 CHF | 496'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'260 CHF | 495'260 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'051 CHF | 496'051 CHF | 98.05% | 98.05% |
12.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'741 CHF | 496'741 CHF | 99.41% | 99.41% |
11.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'869 CHF | 497'869 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'819 CHF | 491'819 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'565 CHF | 492'565 CHF | 99.24% | 99.24% |