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 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'854 CHF | 499'854 CHF | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'163 CHF | 495'163 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'747 CHF | 496'747 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'936 CHF | 498'936 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'797 CHF | 494'797 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'606 CHF | 490'606 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'839 CHF | 491'839 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'459 CHF | 500'459 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'092 CHF | 491'092 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'356 CHF | 496'356 CHF | 99.23% | 99.23% |