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% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'068 CHF | 478'068 CHF | 97.95% | 97.95% |
19.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'126 CHF | 480'126 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'547 CHF | 482'547 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'770 CHF | 481'770 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'950 CHF | 490'950 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'186 CHF | 495'186 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'758 CHF | 498'758 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'002 CHF | 501'002 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'805 CHF | 496'805 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'963 CHF | 498'963 CHF | 99.76% | 99.76% |