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 | 0.85% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'998 CHF | 469'998 CHF | 97.94% | 97.94% |
19.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'015 CHF | 467'015 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'871 CHF | 471'871 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'277 CHF | 477'277 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'480 CHF | 479'480 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'252 CHF | 480'252 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'310 CHF | 485'310 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'494 CHF | 491'494 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'585 CHF | 490'585 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'521 CHF | 495'521 CHF | 99.23% | 99.23% |