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% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'378 CHF | 499'378 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'079 CHF | 497'079 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'130 CHF | 498'130 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'309 CHF | 499'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'723 CHF | 499'723 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'658 CHF | 494'658 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'849 CHF | 501'849 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'458 CHF | 505'458 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'587 CHF | 502'587 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'426 CHF | 502'426 CHF | 99.24% | 99.24% |