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 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'007 CHF | 462'007 CHF | 98.59% | 98.59% |
19.11.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'527 CHF | 463'527 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'494 CHF | 465'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'324 CHF | 468'324 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'201 CHF | 478'201 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'379 CHF | 478'379 CHF | 99.85% | 99.85% |
12.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'788 CHF | 480'788 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'615 CHF | 486'615 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'382 CHF | 482'382 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'036 CHF | 487'036 CHF | 100.00% | 100.00% |