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 | 0.87% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'422 CHF | 464'422 CHF | 98.59% | 98.59% |
19.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'870 CHF | 464'870 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'125 CHF | 467'125 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'797 CHF | 468'797 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'507 CHF | 469'507 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'601 CHF | 466'601 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'905 CHF | 470'905 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'226 CHF | 474'226 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'402 CHF | 470'402 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'560 CHF | 472'560 CHF | 99.23% | 99.23% |