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 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'347 CHF | 483'347 CHF | 98.59% | 98.59% |
19.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'071 CHF | 484'071 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'820 CHF | 484'820 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'807 CHF | 495'807 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'354 CHF | 494'354 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'296 CHF | 495'296 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'386 CHF | 498'386 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'209 CHF | 503'209 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'147 CHF | 504'147 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'177 CHF | 508'177 CHF | 100.00% | 100.00% |