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 | 0.82% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'900 CHF | 487'900 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'842 CHF | 486'842 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'845 CHF | 485'845 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'970 CHF | 488'970 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'711 CHF | 490'711 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'280 CHF | 494'280 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'781 CHF | 498'781 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'092 CHF | 502'092 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'615 CHF | 500'615 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'104 CHF | 502'104 CHF | 99.24% | 99.24% |