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 | 0.97% | 82.10 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'433 CHF | 416'433 CHF | 97.95% | 97.95% |
19.11.2024 | 0.96% | 82.40 % | 83.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'898 CHF | 419'898 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 83.30 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'399 CHF | 419'399 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 82.90 % | 83.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'027 CHF | 418'027 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 83.10 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'480 CHF | 417'480 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 81.60 % | 82.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'912 CHF | 410'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 83.00 % | 83.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'484 CHF | 422'484 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 84.00 % | 84.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'921 CHF | 421'921 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 83.10 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'703 CHF | 417'703 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 82.60 % | 83.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'939 CHF | 414'939 CHF | 99.23% | 99.23% |