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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.84% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'677 CHF | 475'677 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'246 CHF | 479'246 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'140 CHF | 476'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'964 CHF | 478'964 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'376 CHF | 482'376 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'885 CHF | 482'885 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'070 CHF | 482'070 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'227 CHF | 483'227 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'373 CHF | 490'373 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'649 CHF | 488'649 CHF | 100.00% | 100.00% |