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% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'696 CHF | 475'696 CHF | 98.59% | 98.59% |
19.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'313 CHF | 471'313 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'558 CHF | 470'558 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'957 CHF | 472'957 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'296 CHF | 477'296 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'774 CHF | 476'774 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'856 CHF | 477'856 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'211 CHF | 480'211 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'152 CHF | 479'152 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'669 CHF | 483'669 CHF | 99.23% | 99.23% |