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 | 1.05% | 94.60 % | 95.60 % | 500'000 | 500'000 | 498'678 | 498'636 | 473'567 CHF | 478'516 CHF | 97.94% | 97.94% |
19.11.2024 | 1.05% | 94.30 % | 95.30 % | 500'000 | 500'000 | 496'668 | 496'668 | 471'247 CHF | 476'226 CHF | 99.88% | 99.88% |
18.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 498'105 | 498'105 | 467'968 CHF | 471'960 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 498'198 | 498'198 | 462'137 CHF | 466'129 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 92.30 % | 93.30 % | 500'000 | 500'000 | 486'738 | 486'738 | 445'514 CHF | 450'430 CHF | 100.00% | 100.00% |
13.11.2024 | 1.06% | 93.60 % | 94.60 % | 500'000 | 500'000 | 500'000 | 499'975 | 470'278 CHF | 475'254 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 94.80 % | 95.60 % | 500'000 | 500'000 | 475'028 | 475'028 | 452'746 CHF | 456'643 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 495'464 | 495'464 | 485'860 CHF | 489'841 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 99.20 % | 100.20 % | 500'000 | 500'000 | 488'592 | 488'592 | 487'386 CHF | 492'318 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 498'836 | 498'868 | 503'169 CHF | 508'195 CHF | 97.68% | 97.68% |