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 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'437 CHF | 486'437 CHF | 97.94% | 97.94% |
19.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'124 CHF | 485'124 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'427 CHF | 490'427 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'205 CHF | 493'205 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'856 CHF | 491'856 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'593 CHF | 488'593 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'934 CHF | 491'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'731 CHF | 497'731 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'998 CHF | 494'998 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'592 CHF | 500'592 CHF | 99.76% | 99.76% |