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 | 490'744 CHF | 494'744 CHF | 97.94% | 97.94% |
19.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'032 CHF | 494'032 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'810 CHF | 494'810 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'863 CHF | 497'863 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'659 CHF | 499'659 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'690 CHF | 496'690 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'816 CHF | 497'816 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'641 CHF | 499'641 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'577 CHF | 495'577 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'245 CHF | 500'245 CHF | 99.23% | 99.23% |