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 | 0.44% | 86.30 % | 86.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'718 CHF | 434'611 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 85.00 % | 85.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'191 CHF | 428'636 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 85.30 % | 86.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'658 CHF | 429'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 84.80 % | 85.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'275 CHF | 433'196 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 87.30 % | 87.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'511 CHF | 439'061 CHF | 99.10% | 99.10% |
13.11.2024 | 0.35% | 87.50 % | 87.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'696 CHF | 441'246 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 88.10 % | 88.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'545 CHF | 443'095 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 89.20 % | 89.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'797 CHF | 448'347 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 88.80 % | 89.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'176 CHF | 447'726 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 89.70 % | 90.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'954 CHF | 452'504 CHF | 99.23% | 99.23% |