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% | 86.90 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'944 CHF | 440'944 CHF | 98.58% | 98.58% |
19.11.2024 | 0.91% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'933 CHF | 439'933 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 88.50 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'640 CHF | 446'640 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.40 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'355 CHF | 447'355 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 88.30 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'608 CHF | 443'608 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 88.00 % | 88.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'409 CHF | 444'409 CHF | 99.85% | 99.85% |
12.11.2024 | 0.90% | 88.30 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'110 CHF | 448'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.40 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'563 CHF | 461'563 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 90.70 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'330 CHF | 459'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'549 CHF | 465'549 CHF | 99.04% | 99.04% |