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 | 0.20% | 98.10 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'089 CHF | 492'089 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 98.10 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'719 CHF | 492'719 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 98.60 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'414 CHF | 491'414 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 97.80 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'131 CHF | 491'131 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 98.50 % | 98.70 % | 500'000 | 500'000 | 499'034 | 499'034 | 490'678 CHF | 491'678 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 99.00 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'787 CHF | 490'787 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 98.40 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'617 CHF | 498'617 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'819 CHF | 500'819 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 99.70 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'942 CHF | 498'942 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'236 CHF | 500'236 CHF | 99.76% | 99.76% |