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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 91.20 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'952 CHF | 457'952 CHF | 100.00% | 100.00% |
20.11.2024 | 1.07% | 92.70 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'585 CHF | 470'585 CHF | 97.95% | 97.95% |
19.11.2024 | 0.86% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'741 CHF | 469'741 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'369 CHF | 473'369 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 94.30 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'259 CHF | 477'259 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'043 CHF | 477'043 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'586 CHF | 476'586 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'634 CHF | 476'634 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'634 CHF | 490'634 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'250 CHF | 487'250 CHF | 100.00% | 100.00% |