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 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'423 CHF | 480'923 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'589 CHF | 481'089 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'195 CHF | 483'695 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'961 CHF | 484'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 97.30 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'597 CHF | 487'347 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 96.75 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'402 CHF | 487'152 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 96.85 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'478 CHF | 488'228 CHF | 98.75% | 98.75% |
11.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'709 CHF | 490'209 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'673 CHF | 488'173 CHF | 99.14% | 99.14% |
07.11.2024 | 0.61% | 97.40 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'613 CHF | 490'613 CHF | 40.72% | 40.72% |