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 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'903 CHF | 502'903 CHF | 97.95% | 97.95% |
19.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'576 CHF | 502'576 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'193 CHF | 503'193 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'927 CHF | 501'927 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'982 CHF | 500'982 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'221 CHF | 502'221 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'589 CHF | 501'589 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'454 CHF | 509'454 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'520 CHF | 508'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'715 CHF | 509'715 CHF | 99.23% | 99.23% |