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 | 0.53% | 93.38 % | 93.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'817 CHF | 473'317 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.20 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'104 CHF | 475'604 CHF | 89.37% | 89.37% |
18.11.2024 | 0.52% | 94.53 % | 95.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'122 CHF | 481'622 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'406 CHF | 483'906 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.17 % | 96.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'001 CHF | 483'501 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 96.13 % | 96.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'194 CHF | 483'694 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 96.18 % | 96.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'910 CHF | 483'410 CHF | 98.73% | 98.73% |
11.11.2024 | 0.52% | 96.46 % | 96.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'559 CHF | 484'059 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 96.07 % | 96.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'909 CHF | 481'409 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 95.86 % | 96.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'469 CHF | 481'969 CHF | 100.00% | 100.00% |