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 | 0.73% | 88.60 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'833 CHF | 449'083 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 89.65 % | 90.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'282 CHF | 447'282 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 91.10 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'271 CHF | 457'271 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 90.85 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'238 CHF | 458'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 91.20 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'593 CHF | 456'093 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 89.10 % | 89.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'026 CHF | 451'276 CHF | 99.91% | 99.91% |
12.11.2024 | 0.66% | 90.10 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'141 CHF | 457'141 CHF | 99.69% | 99.69% |
11.11.2024 | 0.69% | 91.60 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'447 CHF | 456'594 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 90.35 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'956 CHF | 455'706 CHF | 99.83% | 99.83% |
07.11.2024 | 0.59% | 92.45 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'492 CHF | 464'242 CHF | 40.72% | 40.72% |