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 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'438 CHF | 481'438 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'210 CHF | 481'210 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'432 CHF | 481'432 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'733 CHF | 479'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'235 CHF | 476'235 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'824 CHF | 478'824 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'168 CHF | 481'168 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'924 CHF | 487'924 CHF | 99.92% | 99.92% |
08.11.2024 | 1.02% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'545 CHF | 491'545 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'568 CHF | 496'568 CHF | 98.74% | 98.74% |