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% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'412 CHF | 495'412 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'887 CHF | 481'887 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'458 CHF | 492'458 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'397 CHF | 494'397 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'455 CHF | 494'455 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'489 CHF | 488'489 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'342 CHF | 498'342 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'988 CHF | 504'988 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'845 CHF | 500'845 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'577 CHF | 509'577 CHF | 99.76% | 99.76% |