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 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'908 CHF | 500'908 CHF | 98.58% | 98.58% |
19.11.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'660 CHF | 495'660 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'737 CHF | 498'737 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'949 CHF | 505'949 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'029 CHF | 502'029 CHF | 99.02% | 99.02% |
13.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'609 CHF | 495'609 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'370 CHF | 501'370 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'410 CHF | 504'410 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'558 CHF | 501'558 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'752 CHF | 504'752 CHF | 99.76% | 99.76% |