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 | 1.08% | 92.20 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'751 CHF | 464'751 CHF | 97.94% | 97.94% |
19.11.2024 | 0.88% | 92.00 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'480 CHF | 458'480 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'463 CHF | 456'463 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 90.90 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'160 CHF | 462'160 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'765 CHF | 472'765 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'312 CHF | 471'312 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'906 CHF | 472'906 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 95.10 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'155 CHF | 478'155 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 93.40 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'770 CHF | 470'770 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'856 CHF | 469'856 CHF | 99.23% | 99.23% |