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 | 0.69% | 93.65 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'901 CHF | 474'151 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 94.35 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'550 CHF | 473'800 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 93.80 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'856 CHF | 471'106 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 94.35 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'350 CHF | 473'350 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 95.05 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'355 CHF | 474'355 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 92.90 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'694 CHF | 466'194 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 92.75 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'725 CHF | 470'975 CHF | 99.69% | 99.69% |
11.11.2024 | 0.66% | 94.50 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'874 CHF | 474'977 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 94.10 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'189 CHF | 475'189 CHF | 99.16% | 99.16% |
07.11.2024 | 0.68% | 95.00 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'289 CHF | 480'539 CHF | 99.89% | 99.89% |