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% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'403 CHF | 473'403 CHF | 97.95% | 97.95% |
19.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'366 CHF | 471'366 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'032 CHF | 478'032 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'308 CHF | 477'308 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'299 CHF | 480'299 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'659 CHF | 478'659 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'876 CHF | 480'876 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'730 CHF | 486'730 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'044 CHF | 484'044 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'797 CHF | 485'797 CHF | 99.23% | 99.23% |