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 | 0.54% | 91.40 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'607 CHF | 462'107 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 91.60 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'500 CHF | 461'000 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 93.10 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'250 CHF | 465'750 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 92.70 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'175 CHF | 467'675 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 93.00 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'916 CHF | 464'416 CHF | 99.10% | 99.10% |
13.11.2024 | 0.55% | 91.70 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'730 CHF | 459'230 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 91.00 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'266 CHF | 461'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 93.40 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'107 CHF | 468'607 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 93.00 % | 93.50 % | 500'000 | 500'000 | 487'171 | 487'171 | 456'420 CHF | 458'920 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'961 CHF | 481'461 CHF | 99.23% | 99.23% |