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 | 0.81% | 98.46 % | 99.26 % | 500'000 | 250'000 | 500'000 | 250'000 | 493'233 CHF | 248'617 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 250'000 | 500'000 | 250'000 | 491'252 CHF | 247'626 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.48 % | 99.28 % | 500'000 | 250'000 | 500'000 | 250'000 | 492'078 CHF | 248'039 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.55 % | 99.35 % | 500'000 | 250'000 | 500'000 | 250'000 | 493'388 CHF | 248'694 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 250'000 | 500'000 | 250'000 | 493'629 CHF | 248'815 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.61 % | 99.41 % | 500'000 | 250'000 | 500'000 | 250'000 | 493'098 CHF | 248'549 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.79 % | 99.59 % | 500'000 | 250'000 | 500'000 | 250'000 | 494'060 CHF | 249'030 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.92 % | 99.72 % | 500'000 | 250'000 | 500'000 | 250'000 | 494'517 CHF | 249'259 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.69 % | 99.49 % | 500'000 | 250'000 | 500'000 | 250'000 | 493'586 CHF | 248'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.64 % | 99.44 % | 500'000 | 250'000 | 500'000 | 250'000 | 492'923 CHF | 248'462 CHF | 100.00% | 100.00% |