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 | 1.27% | 87.60 % | 88.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'144 CHF | 445'758 CHF | 99.37% | 99.37% |
19.11.2024 | 1.25% | 87.90 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'758 CHF | 442'253 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 88.30 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'798 CHF | 446'728 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 88.90 % | 89.90 % | 500'000 | 500'000 | 500'000 | 499'974 | 447'980 CHF | 452'586 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 88.50 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'793 CHF | 447'927 CHF | 99.10% | 99.10% |
13.11.2024 | 1.33% | 89.30 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'249 CHF | 455'266 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 90.60 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'950 CHF | 460'316 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 94.60 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'945 CHF | 476'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 93.50 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'334 CHF | 470'834 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'669 CHF | 481'169 CHF | 99.04% | 99.04% |