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 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'486 CHF | 490'486 CHF | 98.58% | 98.58% |
19.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'003 CHF | 490'003 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'813 CHF | 490'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'309 CHF | 491'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'310 CHF | 496'310 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'785 CHF | 490'785 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'052 CHF | 496'052 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'336 CHF | 500'336 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'219 CHF | 497'219 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'420 CHF | 500'420 CHF | 99.76% | 99.76% |