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 | 0.47% | 89.80 % | 90.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'467 CHF | 448'586 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 89.50 % | 89.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'068 CHF | 452'660 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 91.30 % | 91.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'395 CHF | 454'945 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 91.70 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'832 CHF | 457'381 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 90.70 % | 91.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'103 CHF | 452'653 CHF | 99.10% | 99.10% |
13.11.2024 | 0.34% | 90.30 % | 90.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'750 CHF | 454'300 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 89.90 % | 90.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'103 CHF | 455'653 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'296 CHF | 463'846 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 92.10 % | 92.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'684 CHF | 463'234 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'987 CHF | 471'537 CHF | 99.23% | 99.23% |