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 | 0.22% | 90.30 % | 90.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 453'554 CHF | 90'911 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 91.40 % | 91.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 455'644 CHF | 91'329 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 91.40 % | 91.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 455'759 CHF | 91'352 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 90.70 % | 90.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 453'651 CHF | 90'930 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 91.90 % | 92.10 % | 500'000 | 100'000 | 499'524 | 99'905 | 453'149 CHF | 90'830 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 89.30 % | 89.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 443'843 CHF | 88'969 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 88.60 % | 88.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 446'543 CHF | 89'509 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 90.00 % | 90.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 452'948 CHF | 90'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 90.60 % | 90.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 455'107 CHF | 91'221 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 91.50 % | 91.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 460'271 CHF | 92'254 CHF | 100.00% | 100.00% |