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 | 0.57% | 87.01 % | 87.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'382 CHF | 440'882 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 87.28 % | 87.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'844 CHF | 439'344 CHF | 89.36% | 89.36% |
18.11.2024 | 0.56% | 88.44 % | 88.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'174 CHF | 447'674 CHF | 99.67% | 99.67% |
15.11.2024 | 0.56% | 88.67 % | 89.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'608 CHF | 451'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 90.92 % | 91.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'446 CHF | 456'946 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 90.09 % | 90.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'840 CHF | 454'340 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 90.19 % | 90.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'396 CHF | 455'896 CHF | 98.75% | 98.75% |
11.11.2024 | 0.55% | 91.20 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'669 CHF | 459'169 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 90.90 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'388 CHF | 457'888 CHF | 99.84% | 99.84% |
07.11.2024 | 0.55% | 91.17 % | 91.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'739 CHF | 458'239 CHF | 100.00% | 100.00% |