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 | 0.93% | 85.00 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'152 CHF | 431'152 CHF | 97.95% | 97.95% |
19.11.2024 | 0.95% | 85.00 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'082 CHF | 424'082 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 86.30 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'115 CHF | 432'115 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 86.60 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'744 CHF | 439'744 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 88.60 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'567 CHF | 441'567 CHF | 99.11% | 99.11% |
13.11.2024 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'898 CHF | 454'898 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 90.60 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'633 CHF | 460'633 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'940 CHF | 465'940 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'987 CHF | 463'987 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'505 CHF | 476'505 CHF | 99.23% | 99.23% |