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 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'188 CHF | 491'188 CHF | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'419 CHF | 488'419 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'757 CHF | 490'757 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'296 CHF | 494'296 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'863 CHF | 492'863 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'103 CHF | 491'103 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'207 CHF | 494'207 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'918 CHF | 498'918 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'252 CHF | 497'252 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'747 CHF | 503'747 CHF | 99.23% | 99.23% |