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 | 1.06% | 94.00 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'277 CHF | 475'277 CHF | 98.58% | 98.58% |
19.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'984 CHF | 475'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'830 CHF | 478'830 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'562 CHF | 479'562 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'729 CHF | 479'729 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'900 CHF | 476'900 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'157 CHF | 479'157 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'191 CHF | 483'191 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 95.00 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'010 CHF | 480'010 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'893 CHF | 480'893 CHF | 99.24% | 99.24% |