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 | 0.63% | 126.00 % | 126.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 632'178 CHF | 636'178 CHF | 97.95% | 97.95% |
19.11.2024 | 0.63% | 125.60 % | 126.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 628'465 CHF | 632'465 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 125.80 % | 126.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 626'996 CHF | 631'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 124.70 % | 125.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 622'020 CHF | 627'020 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 124.60 % | 125.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 619'277 CHF | 623'277 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 124.00 % | 124.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 619'646 CHF | 623'646 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 123.20 % | 124.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 620'599 CHF | 625'599 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 125.30 % | 126.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 627'130 CHF | 632'130 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 124.10 % | 124.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 621'028 CHF | 625'028 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 124.90 % | 125.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 625'259 CHF | 629'259 CHF | 99.76% | 99.76% |