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% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'490 CHF | 487'490 CHF | 97.95% | 97.95% |
19.11.2024 | 1.03% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'660 CHF | 485'660 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'114 CHF | 489'114 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'130 CHF | 491'130 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'521 CHF | 493'521 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'363 CHF | 490'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'468 CHF | 490'468 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'998 CHF | 496'998 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'343 CHF | 493'343 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'876 CHF | 499'876 CHF | 99.24% | 99.24% |