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 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'566 CHF | 480'566 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'393 CHF | 479'393 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'353 CHF | 482'353 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'406 CHF | 484'406 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'104 CHF | 486'104 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'568 CHF | 480'568 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'675 CHF | 481'675 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'071 CHF | 486'071 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'926 CHF | 484'926 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'326 CHF | 490'326 CHF | 99.23% | 99.23% |