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% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'525 CHF | 444'525 CHF | 98.58% | 98.58% |
19.11.2024 | 0.90% | 88.50 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'155 CHF | 444'155 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 89.30 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'663 CHF | 450'663 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'463 CHF | 452'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 89.30 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'364 CHF | 449'364 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 89.20 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'177 CHF | 451'177 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'060 CHF | 456'060 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'287 CHF | 468'287 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'930 CHF | 466'930 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'222 CHF | 474'222 CHF | 99.04% | 99.04% |