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 | 0.83% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'211 CHF | 481'211 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'934 CHF | 480'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'084 CHF | 479'084 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'864 CHF | 481'864 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'223 CHF | 491'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'206 CHF | 485'206 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'094 CHF | 491'094 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'606 CHF | 494'606 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'226 CHF | 491'226 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'307 CHF | 494'307 CHF | 99.76% | 99.76% |