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 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'616 CHF | 457'616 CHF | 98.33% | 98.33% |
19.11.2024 | 0.88% | 90.80 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'565 CHF | 458'565 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 90.80 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'448 CHF | 457'448 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'132 CHF | 471'132 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'165 CHF | 473'165 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'552 CHF | 475'552 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'041 CHF | 482'041 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'573 CHF | 482'573 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'454 CHF | 482'454 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'414 CHF | 484'414 CHF | 99.23% | 99.23% |