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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'031 CHF | 486'031 CHF | 99.36% | 99.36% |
25.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'316 CHF | 487'316 CHF | 100.00% | 100.00% |
22.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'115 CHF | 487'115 CHF | 100.00% | 100.00% |
20.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'881 CHF | 484'881 CHF | 97.94% | 97.94% |
19.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'748 CHF | 482'748 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'487 CHF | 485'487 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'686 CHF | 487'686 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'464 CHF | 488'464 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'337 CHF | 490'337 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'628 CHF | 492'628 CHF | 100.00% | 100.00% |