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 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'681 CHF | 497'681 CHF | 97.94% | 97.94% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'435 CHF | 495'435 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'182 CHF | 498'182 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 499'507 | 493'986 CHF | 497'494 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'938 CHF | 497'938 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'876 CHF | 494'876 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'057 CHF | 493'057 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'808 CHF | 499'808 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'508 CHF | 499'508 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'452 CHF | 498'452 CHF | 99.76% | 99.76% |