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 | 632'688 CHF | 636'688 CHF | 97.95% | 97.95% |
19.11.2024 | 0.64% | 125.00 % | 125.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 625'057 CHF | 629'057 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 125.20 % | 126.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 623'735 CHF | 628'735 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 124.40 % | 125.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 622'745 CHF | 627'745 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 124.80 % | 125.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 622'234 CHF | 626'234 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 124.80 % | 125.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 624'332 CHF | 628'332 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 124.60 % | 125.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 628'176 CHF | 633'176 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 126.90 % | 127.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 634'777 CHF | 639'777 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 125.00 % | 125.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 624'380 CHF | 628'380 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 125.60 % | 126.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 628'158 CHF | 632'158 CHF | 99.76% | 99.76% |