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% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'385 CHF | 480'385 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'398 CHF | 479'398 CHF | 99.81% | 99.81% |
18.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'683 CHF | 481'683 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'407 CHF | 487'407 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'273 CHF | 489'273 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'937 CHF | 487'937 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'304 CHF | 491'304 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'080 CHF | 499'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'065 CHF | 495'065 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'671 CHF | 502'671 CHF | 99.24% | 99.24% |