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 | 0.20% | 97.90 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'517 CHF | 491'517 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 97.90 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'995 CHF | 489'995 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 98.30 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'223 CHF | 492'223 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 98.40 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'238 CHF | 492'238 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 98.10 % | 98.30 % | 500'000 | 500'000 | 499'072 | 499'072 | 488'850 CHF | 489'850 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'275 CHF | 489'275 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 97.80 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'757 CHF | 490'757 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 98.50 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'911 CHF | 494'911 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 98.40 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'589 CHF | 492'589 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 98.20 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'245 CHF | 492'245 CHF | 100.00% | 100.00% |