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 | 0.86% | 101.30 % | 102.10 % | 500'000 | 500'000 | 476'768 | 476'768 | 483'316 CHF | 487'166 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 499'309 | 499'309 | 505'532 CHF | 509'529 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 101.20 % | 102.20 % | 500'000 | 500'000 | 487'835 | 487'835 | 493'292 CHF | 498'225 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 493'460 | 493'460 | 498'931 CHF | 503'893 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'495 CHF | 509'495 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 498'668 | 498'668 | 504'153 CHF | 508'147 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 497'409 | 497'409 | 502'116 CHF | 507'100 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 101.10 % | 102.10 % | 500'000 | 500'000 | 492'335 | 492'335 | 497'341 CHF | 502'296 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 100.90 % | 101.70 % | 500'000 | 500'000 | 485'942 | 485'942 | 490'676 CHF | 494'621 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 498'237 | 498'237 | 503'015 CHF | 507'008 CHF | 99.24% | 99.24% |