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 | 0.90% | 87.80 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'414 CHF | 445'414 CHF | 97.95% | 97.95% |
19.11.2024 | 0.92% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'121 CHF | 437'121 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 88.60 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'079 CHF | 443'079 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.30 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'806 CHF | 451'806 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 90.30 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'526 CHF | 449'526 CHF | 99.03% | 99.03% |
13.11.2024 | 0.87% | 90.90 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'365 CHF | 459'365 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 91.40 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'067 CHF | 463'067 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'942 CHF | 477'942 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'073 CHF | 461'073 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'817 CHF | 474'817 CHF | 99.23% | 99.23% |