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 | 0.84% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'422 CHF | 475'422 CHF | 99.37% | 99.37% |
19.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'299 CHF | 473'299 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'314 CHF | 472'314 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 93.60 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'533 CHF | 474'533 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'705 CHF | 475'705 CHF | 99.10% | 99.10% |
13.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'686 CHF | 470'686 CHF | 99.27% | 99.27% |
12.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'674 CHF | 472'674 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'335 CHF | 479'335 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'425 CHF | 476'425 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'987 CHF | 481'987 CHF | 99.23% | 99.23% |