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 | 0.54% | 92.69 % | 93.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'209 CHF | 467'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 92.54 % | 93.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'695 CHF | 467'195 CHF | 89.37% | 89.37% |
18.11.2024 | 0.53% | 94.35 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'662 CHF | 474'162 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 93.31 % | 93.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'384 CHF | 477'884 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.62 % | 96.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'736 CHF | 482'236 CHF | 99.99% | 99.99% |
13.11.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'789 CHF | 480'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.88 % | 96.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'984 CHF | 482'484 CHF | 98.72% | 98.72% |
11.11.2024 | 0.52% | 96.58 % | 97.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'993 CHF | 486'493 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'587 CHF | 485'087 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 96.78 % | 97.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'873 CHF | 486'373 CHF | 99.99% | 99.99% |