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% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'597 CHF | 496'597 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'143 CHF | 496'143 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'003 CHF | 500'003 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'581 CHF | 502'581 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'715 CHF | 502'715 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'175 CHF | 502'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'342 CHF | 505'342 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'659 CHF | 509'659 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'632 CHF | 506'632 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'768 CHF | 508'768 CHF | 99.23% | 99.23% |