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 | 0.25% | 78.50 % | 78.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'357 CHF | 395'357 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 78.40 % | 78.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'908 CHF | 387'908 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 80.10 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'850 CHF | 396'850 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 80.70 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'038 CHF | 408'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 82.30 % | 82.50 % | 500'000 | 500'000 | 499'063 | 499'063 | 405'944 CHF | 406'943 CHF | 98.65% | 98.65% |
13.11.2024 | 0.22% | 89.40 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'580 CHF | 451'580 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 90.70 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'601 CHF | 460'601 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 93.50 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'227 CHF | 471'227 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 93.70 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'248 CHF | 470'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 97.10 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'055 CHF | 489'055 CHF | 99.32% | 99.32% |