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 | 0.86% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'983 CHF | 465'983 CHF | 97.95% | 97.95% |
19.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'739 CHF | 465'739 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'986 CHF | 468'986 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'390 CHF | 472'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'189 CHF | 481'189 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'751 CHF | 478'751 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'123 CHF | 480'123 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'606 CHF | 484'606 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'210 CHF | 482'210 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'506 CHF | 485'506 CHF | 99.24% | 99.24% |