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 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'855 CHF | 498'855 CHF | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'812 CHF | 499'812 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'920 CHF | 505'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'003 CHF | 508'003 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'672 CHF | 507'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'421 CHF | 502'421 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'913 CHF | 499'913 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'910 CHF | 505'910 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'703 CHF | 506'703 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'114 CHF | 505'114 CHF | 99.23% | 99.23% |