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% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'715 CHF | 500'715 CHF | 97.95% | 97.95% |
19.11.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'874 CHF | 498'874 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'367 CHF | 498'367 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'965 CHF | 496'965 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'117 CHF | 495'117 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'815 CHF | 480'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'061 CHF | 480'061 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'137 CHF | 484'137 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'751 CHF | 487'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'726 CHF | 488'726 CHF | 99.23% | 99.23% |