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 | 1.13% | 87.70 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'008 CHF | 446'008 CHF | 97.95% | 97.95% |
19.11.2024 | 1.13% | 88.60 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'541 CHF | 445'541 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'094 CHF | 451'094 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.40 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'554 CHF | 452'554 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 89.40 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'587 CHF | 449'587 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 89.00 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'331 CHF | 450'331 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'142 CHF | 456'142 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'300 CHF | 467'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 92.00 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'673 CHF | 466'673 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'361 CHF | 472'361 CHF | 99.04% | 99.04% |