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 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 499'666 | 500'000 | 450'889 CHF | 455'191 CHF | 97.95% | 97.95% |
19.11.2024 | 0.89% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'710 CHF | 451'710 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 90.90 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'277 CHF | 457'277 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 90.80 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'343 CHF | 461'343 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'115 CHF | 463'115 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'565 CHF | 467'565 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'461 CHF | 469'461 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'917 CHF | 478'917 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'646 CHF | 474'646 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'947 CHF | 477'947 CHF | 99.76% | 99.76% |