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 | - | 93.20 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.95% |
19.11.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'468 CHF | 465'468 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'213 CHF | 466'213 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'224 CHF | 470'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'582 CHF | 477'582 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'497 CHF | 481'497 CHF | 99.86% | 99.86% |
12.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'841 CHF | 484'841 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'445 CHF | 491'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'474 CHF | 486'474 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'571 CHF | 489'571 CHF | 99.23% | 99.23% |