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% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'747 CHF | 496'747 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'146 CHF | 496'146 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'074 CHF | 493'074 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 499'976 | 492'537 CHF | 496'514 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'120 CHF | 500'120 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'762 CHF | 497'762 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'516 CHF | 501'516 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'379 CHF | 503'379 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'849 CHF | 501'849 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'089 CHF | 502'089 CHF | 99.76% | 99.76% |