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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'617 CHF | 496'617 CHF | 97.94% | 97.94% |
19.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'307 CHF | 494'307 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'163 CHF | 492'163 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'431 CHF | 499'431 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'900 CHF | 511'900 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'644 CHF | 502'644 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'873 CHF | 518'873 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'206 CHF | 525'206 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'981 CHF | 517'981 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'752 CHF | 518'752 CHF | 99.23% | 99.23% |