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 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'915 CHF | 489'915 CHF | 97.94% | 97.94% |
19.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'359 CHF | 489'359 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'623 CHF | 488'623 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'554 CHF | 488'554 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'275 CHF | 490'275 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'911 CHF | 488'911 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'762 CHF | 492'762 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'879 CHF | 496'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'063 CHF | 490'063 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'530 CHF | 495'530 CHF | 99.23% | 99.23% |