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% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'334 CHF | 471'334 CHF | 98.58% | 98.58% |
19.11.2024 | 1.07% | 93.20 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'831 CHF | 471'831 CHF | 99.86% | 99.86% |
18.11.2024 | 1.06% | 93.80 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'884 CHF | 472'884 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'406 CHF | 470'406 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'728 CHF | 465'728 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'463 CHF | 462'463 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'964 CHF | 465'964 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'947 CHF | 470'947 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'542 CHF | 473'542 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'316 CHF | 479'316 CHF | 98.09% | 98.09% |