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 | 0.34% | 91.70 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'219 CHF | 461'768 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 92.50 % | 92.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'391 CHF | 463'941 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 92.90 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'764 CHF | 465'314 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'274 CHF | 466'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 93.80 % | 94.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'386 CHF | 470'936 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.00 % | 94.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'247 CHF | 465'797 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 92.90 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'887 CHF | 471'437 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'335 CHF | 471'885 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 93.70 % | 94.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'667 CHF | 471'217 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'099 CHF | 475'649 CHF | 99.23% | 99.23% |