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 | 0.21% | 96.80 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'067 CHF | 487'067 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 96.90 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'655 CHF | 484'655 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 96.90 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'396 CHF | 484'396 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 96.90 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'759 CHF | 486'759 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 97.90 % | 98.10 % | 500'000 | 500'000 | 499'072 | 499'072 | 485'924 CHF | 486'924 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 96.70 % | 96.90 % | 500'000 | 500'000 | 499'925 | 499'925 | 482'843 CHF | 483'842 CHF | 99.85% | 99.85% |
12.11.2024 | 0.21% | 96.90 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'865 CHF | 486'865 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 98.10 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'952 CHF | 491'952 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'460 CHF | 490'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 98.70 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'828 CHF | 495'828 CHF | 100.00% | 100.00% |