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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'393 CHF | 489'393 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'593 CHF | 505'593 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'647 CHF | 506'647 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'263 CHF | 506'263 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'649 CHF | 504'649 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'826 CHF | 501'826 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'349 CHF | 502'349 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'183 CHF | 507'183 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'797 CHF | 509'797 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'698 CHF | 503'698 CHF | 100.00% | 100.00% |