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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'053 CHF | 490'053 CHF | 99.36% | 99.36% |
25.11.2024 | 0.83% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'401 CHF | 485'401 CHF | 100.00% | 100.00% |
22.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'374 CHF | 478'374 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'345 CHF | 480'345 CHF | 97.67% | 97.67% |
19.11.2024 | 0.83% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'442 CHF | 482'442 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'253 CHF | 482'253 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'067 CHF | 488'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'869 CHF | 488'869 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'906 CHF | 485'906 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'285 CHF | 493'285 CHF | 100.00% | 100.00% |