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 | 0.41% | 97.50 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'937 CHF | 488'937 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 96.50 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'615 CHF | 483'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 96.40 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'310 CHF | 483'310 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 96.50 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'508 CHF | 486'508 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 499'068 | 499'068 | 487'821 CHF | 489'818 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 98.60 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'140 CHF | 494'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 99.40 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'691 CHF | 497'691 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'074 CHF | 490'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 96.50 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'925 CHF | 484'925 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'529 CHF | 490'529 CHF | 99.76% | 99.76% |