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% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'828 CHF | 475'828 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'473 CHF | 476'473 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'455 CHF | 482'455 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'662 CHF | 481'662 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'023 CHF | 477'023 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'314 CHF | 471'314 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'258 CHF | 471'258 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'579 CHF | 478'579 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'432 CHF | 477'432 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'974 CHF | 489'974 CHF | 99.23% | 99.23% |