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 | 0.44% | 91.30 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'075 CHF | 460'075 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 91.00 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'396 CHF | 456'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 92.00 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'256 CHF | 462'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 93.40 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'892 CHF | 467'892 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 93.60 % | 93.80 % | 500'000 | 500'000 | 499'032 | 499'032 | 468'156 CHF | 469'155 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 93.50 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'640 CHF | 465'640 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 92.80 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'743 CHF | 467'743 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 93.80 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'651 CHF | 470'651 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 93.70 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'174 CHF | 469'174 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 94.00 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'797 CHF | 471'797 CHF | 99.76% | 99.76% |