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 | 0.51% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'323 CHF | 486'823 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 95.80 % | 96.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'577 CHF | 480'127 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 499'516 | 485'882 CHF | 486'959 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'797 CHF | 489'297 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'836 CHF | 488'336 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 499'997 | 485'106 CHF | 486'653 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'093 CHF | 489'643 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'188 CHF | 494'688 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'979 CHF | 492'529 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'657 CHF | 495'207 CHF | 100.00% | 100.00% |