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 | 0.40% | 84.10 % | 85.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'472 CHF | 428'198 CHF | 99.37% | 99.37% |
19.11.2024 | 0.78% | 84.70 % | 85.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'106 CHF | 423'393 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 84.50 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'243 CHF | 425'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 84.90 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'704 CHF | 429'204 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 86.70 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'865 CHF | 430'365 CHF | 99.10% | 99.10% |
13.11.2024 | 0.55% | 84.70 % | 85.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'710 CHF | 424'034 CHF | 99.27% | 99.27% |
12.11.2024 | 0.35% | 85.10 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'163 CHF | 429'663 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 86.90 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'182 CHF | 436'682 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 86.70 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'813 CHF | 435'313 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 88.10 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'795 CHF | 444'295 CHF | 99.24% | 99.24% |