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 | 492'708 CHF | 496'708 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'618 CHF | 492'618 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'597 CHF | 492'597 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'045 CHF | 494'045 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'996 CHF | 492'996 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'481 CHF | 486'481 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'499 CHF | 492'499 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'195 CHF | 499'195 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'640 CHF | 496'640 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'226 CHF | 499'226 CHF | 99.23% | 99.23% |