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% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'549 CHF | 504'549 CHF | 98.59% | 98.59% |
19.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'413 CHF | 501'413 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'107 CHF | 505'107 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'536 CHF | 504'536 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'554 CHF | 504'554 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'876 CHF | 501'876 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'616 CHF | 504'616 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'649 CHF | 506'649 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'312 CHF | 503'312 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'458 CHF | 506'458 CHF | 99.24% | 99.24% |