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 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'942 CHF | 490'942 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 97.40 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'727 CHF | 487'727 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'644 CHF | 488'644 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 97.00 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'766 CHF | 488'766 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 98.00 % | 98.40 % | 500'000 | 500'000 | 499'035 | 499'035 | 488'868 CHF | 490'865 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'030 CHF | 491'030 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 98.30 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'190 CHF | 493'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 98.90 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'428 CHF | 495'428 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 98.30 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'609 CHF | 493'609 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 98.10 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'356 CHF | 493'356 CHF | 100.00% | 100.00% |