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 | 0.67% | 74.11 % | 74.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'392 CHF | 373'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 74.77 % | 75.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'360 CHF | 375'860 CHF | 89.36% | 89.36% |
18.11.2024 | 0.65% | 76.24 % | 76.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'565 CHF | 386'065 CHF | 99.66% | 99.66% |
15.11.2024 | 0.65% | 76.58 % | 77.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'999 CHF | 383'499 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 75.49 % | 75.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'494 CHF | 375'994 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 73.77 % | 74.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'889 CHF | 369'389 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 72.75 % | 73.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'492 CHF | 368'992 CHF | 98.72% | 98.72% |
11.11.2024 | 0.66% | 75.28 % | 75.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'080 CHF | 378'580 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 74.49 % | 74.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'401 CHF | 380'901 CHF | 99.84% | 99.84% |
07.11.2024 | 0.62% | 80.14 % | 80.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'505 CHF | 402'005 CHF | 100.00% | 100.00% |