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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.33% | 92.30 % | 92.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'418 CHF | 463'968 CHF | 99.90% | 99.90% |
20.11.2024 | 0.33% | 94.30 % | 94.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'784 CHF | 474'333 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 94.10 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'404 CHF | 472'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'723 CHF | 475'273 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 95.20 % | 95.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'525 CHF | 477'074 CHF | 99.04% | 99.04% |
14.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'274 CHF | 473'824 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.40 % | 94.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'317 CHF | 474'867 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'151 CHF | 474'701 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 95.10 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'904 CHF | 477'454 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 95.00 % | 95.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'269 CHF | 475'819 CHF | 100.00% | 100.00% |