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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'114 CHF | 493'114 CHF | 100.00% | 100.00% |
20.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'991 CHF | 491'991 CHF | 98.58% | 98.58% |
19.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'279 CHF | 491'279 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'940 CHF | 492'940 CHF | 99.02% | 99.02% |
15.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'727 CHF | 492'727 CHF | 99.38% | 99.38% |
14.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'822 CHF | 493'822 CHF | 99.92% | 99.92% |
13.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'221 CHF | 492'221 CHF | 99.89% | 99.89% |
12.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'604 CHF | 493'604 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'266 CHF | 495'266 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'035 CHF | 493'035 CHF | 100.00% | 100.00% |