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% | 94.80 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'135 CHF | 481'184 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 95.40 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'324 CHF | 481'374 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.60 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'296 CHF | 481'346 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.40 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'892 CHF | 491'941 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 98.00 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'050 CHF | 492'100 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.50 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'835 CHF | 494'885 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.70 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'933 CHF | 498'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 99.20 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'551 CHF | 499'601 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 99.40 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'618 CHF | 501'668 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 100.10 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'584 CHF | 504'634 CHF | 99.23% | 99.23% |