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 | 0.81% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'645 CHF | 498'645 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'320 CHF | 499'320 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'734 CHF | 500'734 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'824 CHF | 499'824 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'980 CHF | 499'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'891 CHF | 498'891 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'308 CHF | 492'308 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'583 CHF | 496'583 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'020 CHF | 497'020 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'406 CHF | 495'406 CHF | 100.00% | 100.00% |