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% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'258 CHF | 493'258 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'182 CHF | 491'182 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'341 CHF | 498'341 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'233 CHF | 496'233 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'305 CHF | 499'305 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'709 CHF | 495'709 CHF | 99.83% | 99.83% |
12.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'602 CHF | 498'602 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'732 CHF | 501'732 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'860 CHF | 498'860 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'399 CHF | 502'399 CHF | 99.24% | 99.24% |