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 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'336 CHF | 501'336 CHF | 97.94% | 97.94% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'696 CHF | 501'696 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'190 CHF | 501'190 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'165 CHF | 503'165 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'278 CHF | 502'278 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'142 CHF | 496'142 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'634 CHF | 499'634 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'108 CHF | 504'108 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'600 CHF | 502'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'729 CHF | 502'729 CHF | 99.23% | 99.23% |