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 | 0.90% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'887 CHF | 445'887 CHF | 97.95% | 97.95% |
19.11.2024 | 0.91% | 87.70 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'983 CHF | 440'983 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 87.90 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'398 CHF | 441'398 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 87.40 % | 88.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'793 CHF | 444'793 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 89.10 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'799 CHF | 449'799 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 89.30 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'082 CHF | 452'082 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 89.80 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'482 CHF | 453'482 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 90.70 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'033 CHF | 458'033 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'865 CHF | 456'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'643 CHF | 461'643 CHF | 99.23% | 99.23% |