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 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'086 CHF | 496'586 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'284 CHF | 490'834 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'031 CHF | 495'581 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'582 CHF | 497'082 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'662 CHF | 497'162 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'596 CHF | 495'146 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'118 CHF | 496'668 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'982 CHF | 500'482 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'356 CHF | 498'906 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'348 CHF | 501'898 CHF | 100.00% | 100.00% |