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% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'649 CHF | 481'649 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'068 CHF | 480'068 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'108 CHF | 484'108 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'746 CHF | 486'746 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'731 CHF | 489'731 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'970 CHF | 487'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'419 CHF | 488'419 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'405 CHF | 500'405 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'721 CHF | 496'721 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'078 CHF | 498'078 CHF | 99.23% | 99.23% |