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 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'877 CHF | 480'877 CHF | 97.94% | 97.94% |
19.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'304 CHF | 479'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'325 CHF | 483'325 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'046 CHF | 485'046 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'824 CHF | 485'824 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'207 CHF | 484'207 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'427 CHF | 486'427 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'280 CHF | 491'280 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'449 CHF | 490'449 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'884 CHF | 494'884 CHF | 99.23% | 99.23% |