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% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'169 CHF | 500'169 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'219 CHF | 499'219 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'567 CHF | 500'567 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'204 CHF | 500'204 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'654 CHF | 500'654 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'946 CHF | 499'946 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'849 CHF | 501'849 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'474 CHF | 502'474 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'622 CHF | 501'622 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'467 CHF | 502'467 CHF | 99.24% | 99.24% |