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 | 1.12% | 87.70 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'583 CHF | 447'583 CHF | 97.95% | 97.95% |
19.11.2024 | - | 88.50 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | 1.10% | 90.70 % | 91.70 % | 500'000 | 468'000 | 500'000 | 499'952 | 453'612 CHF | 458'569 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'123 CHF | 464'123 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'027 CHF | 463'027 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'841 CHF | 470'841 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 93.40 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'174 CHF | 475'174 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 499'943 | 500'000 | 487'032 CHF | 492'088 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'201 CHF | 486'201 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'618 CHF | 494'618 CHF | 99.56% | 99.56% |