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 | 0.33% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'259 CHF | 467'808 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 93.40 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'770 CHF | 466'320 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'335 CHF | 473'835 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 499'973 | 477'435 CHF | 478'958 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'680 CHF | 473'230 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 93.40 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'986 CHF | 469'536 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 93.60 % | 93.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'739 CHF | 472'289 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'306 CHF | 481'806 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'175 CHF | 482'675 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'702 CHF | 492'252 CHF | 99.23% | 99.23% |