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% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'240 CHF | 495'240 CHF | 97.95% | 97.95% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'539 CHF | 496'539 CHF | 99.86% | 99.86% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'378 CHF | 497'378 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'334 CHF | 496'334 CHF | 98.43% | 98.43% |
14.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'777 CHF | 493'777 CHF | 99.72% | 99.72% |
13.11.2024 | 1.03% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'950 CHF | 488'950 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'997 CHF | 491'997 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'890 CHF | 490'890 CHF | 99.92% | 99.92% |
08.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'682 CHF | 492'682 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'228 CHF | 496'228 CHF | 98.10% | 98.10% |