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 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'210 CHF | 503'210 CHF | 98.58% | 98.58% |
19.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 499'883 | 499'883 | 497'903 CHF | 502'902 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'745 CHF | 502'745 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'604 CHF | 502'604 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 497'037 | 497'037 | 495'990 CHF | 500'974 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'843 CHF | 502'843 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'835 CHF | 503'835 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'126 CHF | 505'126 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'946 CHF | 503'946 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 498'419 | 498'419 | 498'192 CHF | 503'184 CHF | 100.00% | 100.00% |