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 | 0.87% | 91.20 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'077 CHF | 462'077 CHF | 98.59% | 98.59% |
19.11.2024 | 0.87% | 91.50 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'416 CHF | 462'416 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'197 CHF | 470'197 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'288 CHF | 469'288 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'475 CHF | 473'475 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'719 CHF | 469'719 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'966 CHF | 471'966 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'110 CHF | 475'110 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 499'975 | 467'612 CHF | 471'589 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'384 CHF | 483'384 CHF | 99.76% | 99.76% |