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 | 0.56% | 88.90 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'036 CHF | 449'536 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 88.70 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'292 CHF | 447'792 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 90.05 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'601 CHF | 451'101 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 88.70 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'587 CHF | 450'087 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 89.30 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'389 CHF | 445'889 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 88.75 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'045 CHF | 446'545 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 88.35 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'571 CHF | 451'071 CHF | 99.78% | 99.78% |
11.11.2024 | 0.55% | 91.70 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'451 CHF | 454'951 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 90.40 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'883 CHF | 459'383 CHF | 97.68% | 97.68% |
07.11.2024 | 0.55% | 92.80 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'743 CHF | 459'243 CHF | 99.90% | 99.90% |