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 | 0.21% | 92.70 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'774 CHF | 465'774 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 92.80 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'806 CHF | 464'806 CHF | 99.81% | 99.81% |
18.11.2024 | 0.43% | 93.00 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'845 CHF | 465'845 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 93.30 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'039 CHF | 469'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 93.70 % | 93.90 % | 500'000 | 500'000 | 499'074 | 499'074 | 468'252 CHF | 469'251 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 93.90 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'707 CHF | 471'707 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 94.50 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'162 CHF | 475'162 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 95.10 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'180 CHF | 478'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 94.90 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'058 CHF | 478'058 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 95.70 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'763 CHF | 480'763 CHF | 100.00% | 100.00% |