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 | 500'000 | 494'661 CHF | 498'661 CHF | 98.59% | 98.59% |
19.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'619 CHF | 494'619 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'488 CHF | 497'488 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'364 CHF | 500'364 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'474 CHF | 501'474 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'121 CHF | 499'121 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'805 CHF | 505'805 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'198 CHF | 507'198 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'858 CHF | 504'858 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'087 CHF | 506'087 CHF | 100.00% | 100.00% |