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 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'244 CHF | 471'792 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'647 CHF | 471'197 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 94.10 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'647 CHF | 471'197 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 94.30 % | 94.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'787 CHF | 474'336 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'662 CHF | 477'212 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'628 CHF | 475'178 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'115 CHF | 478'665 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 95.60 % | 95.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'372 CHF | 479'922 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'402 CHF | 478'952 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'956 CHF | 480'506 CHF | 99.23% | 99.23% |