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 | 1.03% | 95.90 % | 96.90 % | 50'000 | 50'000 | 480'996 | 480'996 | 462'777 CHF | 467'587 CHF | 97.95% | 97.95% |
19.11.2024 | 1.04% | 95.30 % | 96.30 % | 50'000 | 50'000 | 481'470 | 481'470 | 459'203 CHF | 464'018 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.10 % | 97.90 % | 50'000 | 50'000 | 481'505 | 481'505 | 466'884 CHF | 470'736 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.50 % | 97.30 % | 50'000 | 50'000 | 481'305 | 481'305 | 465'634 CHF | 469'485 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 97.10 % | 98.10 % | 50'000 | 50'000 | 481'439 | 481'439 | 465'839 CHF | 470'653 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.60 % | 97.60 % | 50'000 | 50'000 | 481'498 | 481'498 | 464'873 CHF | 469'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 95.80 % | 96.60 % | 50'000 | 50'000 | 481'442 | 481'442 | 465'806 CHF | 469'657 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.80 % | 98.60 % | 50'000 | 50'000 | 481'418 | 481'418 | 471'714 CHF | 475'565 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.20 % | 98.20 % | 50'000 | 50'000 | 481'497 | 481'497 | 469'028 CHF | 473'843 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.20 % | 99.20 % | 50'000 | 50'000 | 481'190 | 481'190 | 471'654 CHF | 476'466 CHF | 99.23% | 99.23% |