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 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'343 CHF | 471'343 CHF | 97.94% | 97.94% |
19.11.2024 | 0.87% | 93.40 % | 94.20 % | 500'000 | 500'000 | 491'376 | 491'376 | 458'671 CHF | 462'634 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 94.40 % | 95.20 % | 500'000 | 500'000 | 497'951 | 497'951 | 469'676 CHF | 473'668 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 499'926 | 499'926 | 473'610 CHF | 477'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'410 CHF | 479'410 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 94.40 % | 95.40 % | 500'000 | 500'000 | 499'872 | 499'872 | 472'165 CHF | 477'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 499'782 | 499'782 | 475'148 CHF | 479'147 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 496'319 | 496'319 | 477'219 CHF | 481'204 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 95.10 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'410 CHF | 480'410 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 499'740 | 499'740 | 476'904 CHF | 481'902 CHF | 99.10% | 99.10% |