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 | 0.88% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'916 CHF | 455'916 CHF | 98.58% | 98.58% |
19.11.2024 | 0.88% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'901 CHF | 454'901 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 92.60 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'966 CHF | 467'966 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'681 CHF | 471'681 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'589 CHF | 465'589 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'582 CHF | 470'582 CHF | 99.86% | 99.86% |
12.11.2024 | 1.06% | 93.40 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'080 CHF | 476'080 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'375 CHF | 494'375 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'314 CHF | 488'314 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'463 CHF | 497'463 CHF | 99.04% | 99.04% |