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 | 1.74% | 73.20 % | 74.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'501 CHF | 376'001 CHF | 99.37% | 99.37% |
19.11.2024 | 1.75% | 74.40 % | 75.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'852 CHF | 375'352 CHF | 100.00% | 100.00% |
18.11.2024 | 1.69% | 76.00 % | 77.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'160 CHF | 386'635 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 76.30 % | 77.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'508 CHF | 390'004 CHF | 100.00% | 100.00% |
14.11.2024 | 1.71% | 75.90 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'543 CHF | 383'043 CHF | 99.10% | 99.10% |
13.11.2024 | 1.70% | 75.40 % | 76.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'000 CHF | 384'500 CHF | 100.00% | 100.00% |
12.11.2024 | 1.62% | 76.30 % | 77.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'209 CHF | 391'518 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 81.20 % | 82.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'273 CHF | 413'189 CHF | 100.00% | 100.00% |
08.11.2024 | 1.39% | 80.50 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'633 CHF | 411'303 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 83.40 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'977 CHF | 423'477 CHF | 99.03% | 99.03% |