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 | 0.59% | 93.10 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'355 CHF | 469'105 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'879 CHF | 471'379 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'646 CHF | 480'146 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'611 CHF | 479'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 94.65 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'782 CHF | 472'032 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 92.65 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'238 CHF | 463'738 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 91.05 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'311 CHF | 462'061 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 94.10 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'281 CHF | 471'031 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 93.00 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'589 CHF | 475'089 CHF | 99.58% | 99.58% |
07.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'280 CHF | 489'780 CHF | 40.63% | 40.63% |