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% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'506 CHF | 486'006 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'780 CHF | 485'280 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'502 CHF | 485'002 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'072 CHF | 487'572 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'098 CHF | 490'598 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'467 CHF | 488'967 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'992 CHF | 491'492 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'113 CHF | 492'613 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'160 CHF | 491'660 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'230 CHF | 492'730 CHF | 100.00% | 100.00% |