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 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'297 CHF | 504'297 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'000 CHF | 499'000 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'789 CHF | 503'789 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'361 CHF | 508'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'582 CHF | 506'582 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'710 CHF | 503'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'179 CHF | 504'179 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'459 CHF | 504'459 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'087 CHF | 504'087 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'962 CHF | 507'962 CHF | 99.23% | 99.23% |