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 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'795 CHF | 494'795 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'803 CHF | 495'803 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'426 CHF | 493'426 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'538 CHF | 493'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'342 CHF | 496'342 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'741 CHF | 488'741 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'434 CHF | 495'434 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'944 CHF | 501'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'633 CHF | 498'633 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'762 CHF | 500'762 CHF | 99.24% | 99.24% |