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% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'083 CHF | 490'083 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'287 CHF | 488'287 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 97.40 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'439 CHF | 487'439 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 97.20 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'134 CHF | 488'134 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 97.70 % | 97.90 % | 500'000 | 500'000 | 499'032 | 499'032 | 485'475 CHF | 486'474 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 96.70 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'481 CHF | 484'481 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 97.20 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'905 CHF | 489'905 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 98.30 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'572 CHF | 494'572 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 98.70 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'288 CHF | 494'288 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 98.70 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'699 CHF | 494'699 CHF | 99.76% | 99.76% |