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 | 0.88% | 90.30 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'636 CHF | 456'636 CHF | 98.59% | 98.59% |
19.11.2024 | 0.88% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'367 CHF | 458'367 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 91.90 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'406 CHF | 461'406 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'213 CHF | 465'213 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'251 CHF | 467'251 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.70 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'982 CHF | 462'982 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'469 CHF | 469'469 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'781 CHF | 475'781 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'742 CHF | 469'742 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'810 CHF | 472'810 CHF | 99.23% | 99.23% |