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 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 499'902 | 499'902 | 486'342 CHF | 490'342 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 499'045 | 499'045 | 486'659 CHF | 490'655 CHF | 99.68% | 99.68% |
18.11.2024 | 0.82% | 98.20 % | 99.00 % | 500'000 | 500'000 | 495'944 | 495'944 | 486'728 CHF | 490'713 CHF | 99.51% | 99.51% |
15.11.2024 | 0.80% | 97.90 % | 98.70 % | 500'000 | 500'000 | 498'616 | 498'616 | 495'202 CHF | 499'197 CHF | 99.71% | 99.71% |
14.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'005 CHF | 503'005 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 499'918 | 499'918 | 499'488 CHF | 503'488 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'716 CHF | 506'716 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'452 CHF | 511'452 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'322 CHF | 507'322 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'170 CHF | 513'170 CHF | 99.23% | 99.23% |