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 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'679 CHF | 493'179 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'094 CHF | 492'594 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'250 CHF | 488'750 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'416 CHF | 487'916 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'633 CHF | 491'133 CHF | 99.10% | 99.10% |
13.11.2024 | 1.37% | 97.50 % | 98.00 % | 500'000 | 500'000 | 249'735 | 249'735 | 243'897 CHF | 246'572 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'712 CHF | 496'212 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'651 CHF | 499'151 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'894 CHF | 496'394 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 480'000 | 500'000 | 499'968 | 494'002 CHF | 496'470 CHF | 99.23% | 99.23% |