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 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'683 CHF | 486'683 CHF | 98.58% | 98.58% |
19.11.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'467 CHF | 486'467 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'626 CHF | 483'626 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'602 CHF | 485'602 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'246 CHF | 487'246 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'889 CHF | 481'889 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'661 CHF | 484'661 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'804 CHF | 485'804 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'328 CHF | 486'328 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'836 CHF | 489'836 CHF | 99.24% | 99.24% |