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% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'270 CHF | 500'270 CHF | 98.58% | 98.58% |
19.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'371 CHF | 501'371 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'041 CHF | 502'041 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'839 CHF | 502'839 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'328 CHF | 501'328 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'044 CHF | 502'044 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'326 CHF | 499'326 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'888 CHF | 501'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'879 CHF | 497'879 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'769 CHF | 500'769 CHF | 99.24% | 99.24% |