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 | 0.89% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'034 CHF | 453'034 CHF | 97.95% | 97.95% |
19.11.2024 | 0.89% | 89.50 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'888 CHF | 450'888 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 91.30 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'162 CHF | 460'162 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.30 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'046 CHF | 462'046 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'398 CHF | 467'398 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'513 CHF | 465'513 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'340 CHF | 468'340 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'017 CHF | 475'017 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'449 CHF | 472'449 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'382 CHF | 478'382 CHF | 99.23% | 99.23% |