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% | 84.77 % | 85.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'539 CHF | 428'039 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 84.93 % | 85.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'254 CHF | 429'754 CHF | 89.37% | 89.37% |
18.11.2024 | 0.58% | 85.42 % | 85.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'458 CHF | 430'958 CHF | 99.67% | 99.67% |
15.11.2024 | 0.58% | 85.59 % | 86.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'533 CHF | 433'033 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 86.44 % | 86.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'823 CHF | 432'323 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 84.65 % | 85.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'380 CHF | 424'880 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 84.26 % | 84.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'566 CHF | 430'066 CHF | 98.73% | 98.73% |
11.11.2024 | 0.57% | 86.74 % | 87.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'742 CHF | 442'242 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 87.79 % | 88.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'956 CHF | 439'456 CHF | 99.83% | 99.83% |
07.11.2024 | 0.58% | 87.63 % | 88.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'356 CHF | 435'856 CHF | 100.00% | 100.00% |