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 | 0.33% | 91.90 % | 92.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'763 CHF | 465'312 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'683 CHF | 463'233 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 92.40 % | 92.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'457 CHF | 466'007 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 93.30 % | 93.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'284 CHF | 469'833 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 93.40 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'288 CHF | 464'838 CHF | 99.10% | 99.10% |
13.11.2024 | 0.34% | 91.40 % | 91.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'045 CHF | 455'595 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 91.00 % | 91.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'779 CHF | 461'329 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 93.20 % | 93.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'962 CHF | 467'512 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'937 CHF | 466'487 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 93.80 % | 94.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'313 CHF | 470'863 CHF | 100.00% | 100.00% |