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% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'364 CHF | 495'364 CHF | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'733 CHF | 493'733 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'039 CHF | 494'039 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'430 CHF | 494'430 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'311 CHF | 496'311 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'680 CHF | 494'680 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'131 CHF | 499'131 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'869 CHF | 500'869 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'804 CHF | 497'804 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'287 CHF | 498'287 CHF | 99.23% | 99.23% |