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 | 0.91% | 88.10 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'904 CHF | 442'904 CHF | 97.95% | 97.95% |
19.11.2024 | 0.93% | 86.90 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'190 CHF | 434'190 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 85.70 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'720 CHF | 434'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 86.60 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'479 CHF | 439'479 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 89.50 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'081 CHF | 453'081 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'318 CHF | 448'318 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 89.30 % | 90.10 % | 500'000 | 500'000 | 500'000 | 499'958 | 450'304 CHF | 454'265 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'763 CHF | 459'763 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'305 CHF | 450'305 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 88.90 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'504 CHF | 449'504 CHF | 99.23% | 99.23% |