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% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'432 CHF | 443'432 CHF | 97.95% | 97.95% |
19.11.2024 | 0.91% | 88.10 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'304 CHF | 443'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'854 CHF | 451'854 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'279 CHF | 458'279 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.90 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'972 CHF | 460'972 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'231 CHF | 457'231 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 91.80 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'021 CHF | 466'021 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 92.00 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'842 CHF | 462'842 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.40 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'863 CHF | 456'863 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.70 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'576 CHF | 463'576 CHF | 99.23% | 99.23% |