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 | 0.61% | 82.30 % | 82.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'736 CHF | 414'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 81.80 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'661 CHF | 410'161 CHF | 89.37% | 89.37% |
18.11.2024 | 0.61% | 81.92 % | 82.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'129 CHF | 410'629 CHF | 99.66% | 99.66% |
15.11.2024 | 0.61% | 81.55 % | 82.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'356 CHF | 413'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 83.02 % | 83.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'315 CHF | 417'815 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 83.26 % | 83.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'789 CHF | 420'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 83.53 % | 84.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'882 CHF | 421'382 CHF | 98.73% | 98.73% |
11.11.2024 | 0.59% | 84.42 % | 84.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'444 CHF | 424'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 84.08 % | 84.58 % | 500'000 | 500'000 | 500'000 | 499'989 | 421'940 CHF | 424'430 CHF | 99.82% | 99.82% |
07.11.2024 | 0.59% | 84.70 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'069 CHF | 428'569 CHF | 100.00% | 100.00% |