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% | 94.80 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'822 CHF | 475'822 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 94.20 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'201 CHF | 474'201 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 95.20 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'070 CHF | 479'070 CHF | 99.50% | 99.50% |
15.11.2024 | 0.42% | 96.40 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'501 CHF | 479'501 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 96.00 % | 96.20 % | 500'000 | 500'000 | 499'067 | 499'067 | 481'114 CHF | 482'113 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 96.30 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'385 CHF | 482'385 CHF | 99.67% | 99.67% |
12.11.2024 | 0.21% | 96.70 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'058 CHF | 487'058 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 98.20 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'410 CHF | 490'410 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 96.70 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'318 CHF | 486'318 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 97.00 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'692 CHF | 485'692 CHF | 99.76% | 99.76% |