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 | 0.94% | 95.80 % | 96.60 % | 50'000 | 50'000 | 435'379 | 435'379 | 416'689 CHF | 420'225 CHF | 97.95% | 97.95% |
19.11.2024 | 1.06% | 95.10 % | 96.10 % | 50'000 | 50'000 | 475'882 | 475'882 | 449'460 CHF | 454'243 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 93.90 % | 94.90 % | 50'000 | 50'000 | 473'907 | 473'907 | 446'859 CHF | 451'631 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.90 % | 95.70 % | 50'000 | 50'000 | 467'395 | 467'395 | 447'850 CHF | 451'652 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.50 % | 98.30 % | 50'000 | 50'000 | 481'389 | 481'389 | 470'173 CHF | 474'024 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.60 % | 98.60 % | 50'000 | 50'000 | 481'507 | 481'507 | 468'247 CHF | 473'063 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.30 % | 98.30 % | 50'000 | 50'000 | 481'420 | 481'420 | 469'606 CHF | 474'420 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.10 % | 98.90 % | 50'000 | 50'000 | 481'268 | 481'268 | 471'402 CHF | 475'252 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.00 % | 97.80 % | 50'000 | 50'000 | 481'454 | 481'454 | 466'216 CHF | 470'068 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 97.00 % | 98.00 % | 50'000 | 50'000 | 481'324 | 481'324 | 466'588 CHF | 471'401 CHF | 99.23% | 99.23% |