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 | 0.91% | 87.10 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'922 CHF | 443'922 CHF | 97.95% | 97.95% |
19.11.2024 | 0.91% | 88.10 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'877 CHF | 443'877 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 89.00 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'160 CHF | 447'160 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'282 CHF | 446'282 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 89.80 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'489 CHF | 446'489 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 86.50 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'845 CHF | 433'845 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 85.90 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'162 CHF | 440'162 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 88.30 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'351 CHF | 449'351 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'041 CHF | 448'041 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'529 CHF | 454'529 CHF | 99.23% | 99.23% |