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% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'293 CHF | 492'293 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 495'382 | 495'382 | 485'143 CHF | 489'126 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 499'841 | 499'841 | 490'352 CHF | 494'352 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 98.50 % | 99.30 % | 500'000 | 500'000 | 465'702 | 465'702 | 459'208 CHF | 463'086 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'258 CHF | 497'258 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'211 CHF | 497'211 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'760 CHF | 498'760 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'134 CHF | 498'134 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'371 CHF | 494'371 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 493'534 | 493'534 | 487'866 CHF | 491'843 CHF | 99.24% | 99.24% |