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 | 0.34% | 91.70 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'722 CHF | 462'272 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 92.60 % | 92.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'887 CHF | 464'437 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 93.00 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'175 CHF | 465'725 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'570 CHF | 467'119 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 93.80 % | 94.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'681 CHF | 471'231 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.00 % | 94.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'889 CHF | 466'439 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 93.00 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'438 CHF | 471'988 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'596 CHF | 472'146 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 93.80 % | 94.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'134 CHF | 471'684 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'218 CHF | 475'768 CHF | 99.23% | 99.23% |