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 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'543 CHF | 481'543 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'406 CHF | 482'406 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'209 CHF | 483'209 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'898 CHF | 482'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'821 CHF | 483'821 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'001 CHF | 479'001 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'092 CHF | 480'092 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'675 CHF | 483'675 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 497'287 | 479'969 CHF | 481'338 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'054 CHF | 486'054 CHF | 99.24% | 99.24% |