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 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'613 CHF | 480'613 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'405 CHF | 479'405 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'970 CHF | 481'970 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'399 CHF | 483'399 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'148 CHF | 479'148 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'152 CHF | 473'152 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'687 CHF | 476'687 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'263 CHF | 481'263 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'878 CHF | 478'878 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'282 CHF | 480'282 CHF | 99.23% | 99.23% |