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% | 94.50 % | 94.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'636 CHF | 473'185 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 94.10 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'572 CHF | 472'122 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'040 CHF | 471'590 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 94.40 % | 94.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'159 CHF | 474'707 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'568 CHF | 478'118 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.90 % | 95.21 % | 500'000 | 500'000 | 500'000 | 499'801 | 474'561 CHF | 475'922 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'058 CHF | 479'608 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'263 CHF | 480'813 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'211 CHF | 479'761 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 499'993 | 479'895 CHF | 481'438 CHF | 99.24% | 99.24% |