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 | 0.99% | 84.10 % | 85.80 % | 50'000 | 50'000 | 480'969 | 480'969 | 404'109 CHF | 407'976 CHF | 97.95% | 97.95% |
19.11.2024 | 0.99% | 84.40 % | 86.00 % | 50'000 | 50'000 | 481'385 | 481'385 | 403'933 CHF | 407'802 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 85.40 % | 87.00 % | 50'000 | 50'000 | 481'426 | 481'426 | 408'639 CHF | 412'508 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 84.90 % | 86.60 % | 50'000 | 50'000 | 481'452 | 481'452 | 409'655 CHF | 413'525 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 85.80 % | 87.50 % | 50'000 | 50'000 | 481'385 | 481'385 | 410'187 CHF | 414'057 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 84.50 % | 86.20 % | 50'000 | 50'000 | 481'364 | 481'364 | 407'378 CHF | 411'247 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 85.50 % | 87.20 % | 50'000 | 50'000 | 481'497 | 481'497 | 413'990 CHF | 417'861 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 86.80 % | 88.50 % | 50'000 | 50'000 | 481'451 | 481'451 | 417'865 CHF | 421'736 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 86.00 % | 87.70 % | 50'000 | 50'000 | 481'513 | 481'513 | 414'412 CHF | 418'282 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 86.70 % | 88.40 % | 50'000 | 50'000 | 481'191 | 481'191 | 418'232 CHF | 422'101 CHF | 99.24% | 99.24% |