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 | 0.84% | 95.90 % | 96.71 % | 500'000 | 500'000 | 500'000 | 499'853 | 480'639 CHF | 484'546 CHF | 97.95% | 97.95% |
19.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'155 CHF | 487'155 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'238 CHF | 486'238 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 96.20 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'770 CHF | 485'820 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.90 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'163 CHF | 483'213 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'214 CHF | 487'214 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'559 CHF | 481'559 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.80 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'133 CHF | 493'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 97.00 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'277 CHF | 489'327 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'584 CHF | 492'584 CHF | 99.24% | 99.24% |