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 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'613 CHF | 480'613 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'453 CHF | 475'453 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'992 CHF | 485'992 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'711 CHF | 481'711 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'604 CHF | 490'604 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'029 CHF | 491'029 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'352 CHF | 491'352 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 499'983 | 500'000 | 493'343 CHF | 497'360 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'985 CHF | 494'985 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'338 CHF | 496'338 CHF | 99.76% | 99.76% |