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 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'316 CHF | 494'865 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'291 CHF | 491'791 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'269 CHF | 493'769 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'445 CHF | 496'993 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'162 CHF | 498'712 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'937 CHF | 496'437 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'982 CHF | 498'482 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'348 CHF | 500'848 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'799 CHF | 498'299 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'659 CHF | 499'159 CHF | 99.23% | 99.23% |