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 | 0.99% | 78.20 % | 79.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'358 CHF | 407'358 CHF | 98.59% | 98.59% |
19.11.2024 | 0.98% | 81.40 % | 82.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'573 CHF | 411'573 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 81.50 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'134 CHF | 410'134 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 81.20 % | 82.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'460 CHF | 411'460 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 82.70 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'379 CHF | 407'379 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 80.80 % | 81.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'938 CHF | 417'938 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 85.30 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'724 CHF | 455'724 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'549 CHF | 494'549 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'954 CHF | 487'954 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'007 CHF | 488'007 CHF | 99.24% | 99.24% |