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 | 0.91% | 87.30 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'530 CHF | 443'530 CHF | 97.95% | 97.95% |
19.11.2024 | 0.91% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'105 CHF | 443'105 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 89.20 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'055 CHF | 450'055 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.10 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'369 CHF | 450'369 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 88.80 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'022 CHF | 447'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 88.90 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'774 CHF | 448'774 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 89.10 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'817 CHF | 451'817 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.00 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'823 CHF | 464'823 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'938 CHF | 463'938 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'041 CHF | 470'041 CHF | 99.04% | 99.04% |