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% | 96.10 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'848 CHF | 481'848 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 95.60 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'215 CHF | 482'215 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 96.80 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'185 CHF | 485'185 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 96.50 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'150 CHF | 484'150 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 97.00 % | 97.20 % | 500'000 | 500'000 | 499'009 | 499'009 | 483'158 CHF | 484'157 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 96.90 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'696 CHF | 485'696 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 97.10 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'517 CHF | 487'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'271 CHF | 489'271 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 97.40 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'991 CHF | 487'991 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'038 CHF | 489'038 CHF | 100.00% | 100.00% |