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% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 499'468 | 493'374 CHF | 496'845 CHF | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'709 CHF | 493'709 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'144 CHF | 493'144 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'455 CHF | 496'455 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'168 CHF | 504'168 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'297 CHF | 505'297 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'863 CHF | 508'863 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'778 CHF | 507'778 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'901 CHF | 501'901 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'612 CHF | 502'612 CHF | 99.23% | 99.23% |