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 | 0.87% | 90.60 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'393 CHF | 461'393 CHF | 97.95% | 97.95% |
19.11.2024 | 1.09% | 91.30 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'439 CHF | 461'439 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 91.80 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'740 CHF | 461'740 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'147 CHF | 468'147 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'850 CHF | 473'850 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'455 CHF | 481'455 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'434 CHF | 485'434 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'241 CHF | 489'241 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'041 CHF | 486'041 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'921 CHF | 489'921 CHF | 99.23% | 99.23% |