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% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'473 CHF | 484'473 CHF | 97.95% | 97.95% |
19.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'325 CHF | 481'325 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'874 CHF | 481'874 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'743 CHF | 487'743 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'529 CHF | 494'529 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'673 CHF | 502'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'917 CHF | 502'917 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'384 CHF | 504'384 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'043 CHF | 501'043 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'340 CHF | 501'340 CHF | 99.23% | 99.23% |