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% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'594 CHF | 475'594 CHF | 97.94% | 97.94% |
19.11.2024 | 0.85% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'869 CHF | 474'869 CHF | 99.81% | 99.81% |
18.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'974 CHF | 478'974 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'207 CHF | 483'207 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'072 CHF | 481'072 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'641 CHF | 478'641 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'664 CHF | 480'664 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'295 CHF | 489'295 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'286 CHF | 486'286 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'757 CHF | 494'757 CHF | 99.23% | 99.23% |