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% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'306 CHF | 498'306 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'268 CHF | 496'268 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'563 CHF | 500'563 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'721 CHF | 501'721 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'578 CHF | 502'578 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'193 CHF | 500'193 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'509 CHF | 499'509 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'822 CHF | 500'822 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'976 CHF | 496'976 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'605 CHF | 496'605 CHF | 99.24% | 99.24% |