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 | 0.85% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'266 CHF | 475'266 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'406 CHF | 479'406 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'642 CHF | 481'642 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'764 CHF | 477'764 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'854 CHF | 472'854 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'630 CHF | 478'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 90.70 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'654 CHF | 461'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'309 CHF | 465'309 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.80 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'461 CHF | 458'461 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.70 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'747 CHF | 461'747 CHF | 99.24% | 99.24% |