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% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'846 CHF | 478'846 CHF | 97.94% | 97.94% |
19.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'471 CHF | 479'471 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'682 CHF | 481'682 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'262 CHF | 481'262 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'176 CHF | 488'176 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'274 CHF | 484'274 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'826 CHF | 492'826 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'888 CHF | 497'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'653 CHF | 500'653 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'909 CHF | 501'909 CHF | 99.23% | 99.23% |