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 | 0.87% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'528 CHF | 462'528 CHF | 97.95% | 97.95% |
19.11.2024 | 0.88% | 90.90 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'311 CHF | 458'311 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'369 CHF | 465'369 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'158 CHF | 467'158 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'767 CHF | 463'767 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'334 CHF | 458'334 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'963 CHF | 461'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'766 CHF | 472'766 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'672 CHF | 472'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'792 CHF | 479'792 CHF | 99.23% | 99.23% |