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% | 93.90 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'777 CHF | 473'777 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 94.10 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'690 CHF | 470'690 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 94.80 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'572 CHF | 474'572 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 95.50 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'010 CHF | 480'010 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 96.60 % | 96.80 % | 500'000 | 500'000 | 499'068 | 499'068 | 483'705 CHF | 484'704 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 97.00 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'175 CHF | 486'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 97.00 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'255 CHF | 486'255 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'167 CHF | 489'167 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 97.00 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'654 CHF | 485'654 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 97.20 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'108 CHF | 486'108 CHF | 99.76% | 99.76% |