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 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'917 CHF | 500'917 CHF | 97.94% | 97.94% |
19.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'117 CHF | 499'117 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'294 CHF | 500'294 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'534 CHF | 501'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'344 CHF | 504'344 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 499'929 | 499'929 | 498'584 CHF | 502'583 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'695 CHF | 501'695 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'412 CHF | 503'412 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'570 CHF | 501'570 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'355 CHF | 502'355 CHF | 99.23% | 99.23% |