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% | 74.70 % | 75.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'067 CHF | 378'067 CHF | 97.95% | 97.95% |
19.11.2024 | 1.09% | 73.70 % | 74.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'025 CHF | 370'025 CHF | 99.81% | 99.81% |
18.11.2024 | 1.08% | 74.10 % | 74.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 367'005 CHF | 371'005 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 73.30 % | 74.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'032 CHF | 378'032 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 76.40 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'188 CHF | 386'188 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 76.70 % | 77.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'556 CHF | 390'556 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 77.60 % | 78.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'698 CHF | 393'698 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 79.70 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'039 CHF | 403'039 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 78.80 % | 79.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'411 CHF | 401'411 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 80.20 % | 81.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'171 CHF | 409'171 CHF | 99.24% | 99.24% |