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 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'177 CHF | 491'177 CHF | 91.43% | 91.43% |
19.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'287 CHF | 491'287 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'494 CHF | 489'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'551 CHF | 493'551 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'594 CHF | 502'594 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'132 CHF | 498'132 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'211 CHF | 502'211 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'716 CHF | 501'716 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'504 CHF | 495'504 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'894 CHF | 498'894 CHF | 99.23% | 99.23% |