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 | 0.21% | 95.70 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'350 CHF | 480'350 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 95.70 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'921 CHF | 478'921 CHF | 99.81% | 99.81% |
18.11.2024 | 0.42% | 95.80 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'926 CHF | 479'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 96.00 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'490 CHF | 481'490 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 96.20 % | 96.40 % | 500'000 | 500'000 | 499'036 | 499'036 | 480'457 CHF | 481'456 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 96.30 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'820 CHF | 483'820 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 96.70 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'653 CHF | 485'653 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 97.20 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'746 CHF | 488'746 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 97.10 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'807 CHF | 488'807 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'957 CHF | 489'957 CHF | 100.00% | 100.00% |