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 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'882 CHF | 480'882 CHF | 97.95% | 97.95% |
19.11.2024 | 0.85% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'424 CHF | 474'424 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'216 CHF | 482'216 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'543 CHF | 492'543 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'864 CHF | 491'864 CHF | 98.34% | 98.34% |
13.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'544 CHF | 499'544 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'856 CHF | 502'856 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'648 CHF | 508'648 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'998 CHF | 503'998 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'554 CHF | 509'554 CHF | 99.23% | 99.23% |