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 | 1.30% | 82.25 % | 83.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'526 CHF | 427'026 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 84.35 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'154 CHF | 417'404 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 86.90 % | 87.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'830 CHF | 441'080 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 88.05 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'069 CHF | 448'819 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 87.25 % | 88.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'136 CHF | 437'636 CHF | 100.00% | 100.00% |
13.11.2024 | 1.27% | 85.00 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'434 CHF | 434'934 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 84.95 % | 85.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'056 CHF | 435'556 CHF | 99.58% | 99.58% |
11.11.2024 | 0.95% | 88.80 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'707 CHF | 444'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 87.10 % | 87.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'993 CHF | 439'493 CHF | 99.65% | 99.65% |
07.11.2024 | 0.56% | 89.35 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'314 CHF | 447'814 CHF | 40.72% | 40.72% |