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 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'096 CHF | 473'096 CHF | 97.95% | 97.95% |
19.11.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'199 CHF | 468'199 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'554 CHF | 476'554 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'295 CHF | 478'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'116 CHF | 472'116 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'628 CHF | 467'628 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'488 CHF | 471'488 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'208 CHF | 483'208 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'154 CHF | 485'154 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'421 CHF | 495'421 CHF | 99.23% | 99.23% |