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 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'065 CHF | 493'614 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'771 CHF | 495'321 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'625 CHF | 491'175 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'758 CHF | 490'306 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 499'932 | 490'449 CHF | 491'933 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'235 CHF | 489'785 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'939 CHF | 499'489 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'411 CHF | 502'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'253 CHF | 500'803 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'355 CHF | 501'905 CHF | 100.00% | 100.00% |