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 | 0.83% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'910 CHF | 481'910 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'214 CHF | 476'214 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'490 CHF | 476'490 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'266 CHF | 479'266 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'853 CHF | 473'853 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'633 CHF | 467'633 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'229 CHF | 471'229 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'986 CHF | 481'986 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'946 CHF | 466'946 CHF | 94.95% | 94.95% |
07.11.2024 | 0.84% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'154 CHF | 478'154 CHF | 99.24% | 99.24% |