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 | 0.29% | 85.18 % | 85.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'910 CHF | 427'159 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 84.78 % | 85.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'919 CHF | 423'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 84.48 % | 84.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'271 CHF | 423'521 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 84.48 % | 84.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'033 CHF | 432'282 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 88.48 % | 88.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'934 CHF | 443'184 CHF | 99.10% | 99.10% |
13.11.2024 | 0.28% | 88.18 % | 88.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'077 CHF | 440'327 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 88.48 % | 88.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'737 CHF | 442'987 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 88.08 % | 88.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'463 CHF | 442'713 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 87.78 % | 88.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'711 CHF | 438'961 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 87.58 % | 87.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'709 CHF | 436'959 CHF | 99.24% | 99.24% |