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 | 1.18% | 94.00 % | 95.00 % | 50'000 | 50'000 | 435'383 | 435'383 | 406'986 CHF | 411'392 CHF | 97.95% | 97.95% |
19.11.2024 | 1.09% | 93.00 % | 94.00 % | 50'000 | 50'000 | 475'828 | 475'828 | 437'508 CHF | 442'291 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 91.30 % | 92.10 % | 50'000 | 50'000 | 473'890 | 473'890 | 435'720 CHF | 439'545 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.90 % | 93.70 % | 50'000 | 50'000 | 473'473 | 473'473 | 444'187 CHF | 448'009 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 96.10 % | 97.10 % | 50'000 | 50'000 | 481'385 | 481'385 | 463'452 CHF | 468'266 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 96.60 % | 97.60 % | 50'000 | 50'000 | 481'498 | 481'498 | 461'860 CHF | 466'675 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.90 % | 96.70 % | 50'000 | 50'000 | 481'452 | 481'452 | 463'089 CHF | 466'941 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.80 % | 98.60 % | 50'000 | 50'000 | 481'359 | 481'359 | 468'010 CHF | 471'861 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 95.60 % | 96.60 % | 50'000 | 50'000 | 481'497 | 481'497 | 458'004 CHF | 462'819 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.00 % | 96.00 % | 50'000 | 50'000 | 481'320 | 481'320 | 458'224 CHF | 463'038 CHF | 99.23% | 99.23% |