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 | 1.19% | 83.20 % | 84.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'748 CHF | 423'748 CHF | 97.95% | 97.95% |
19.11.2024 | 1.19% | 84.20 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'111 CHF | 423'111 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 85.30 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'661 CHF | 430'661 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 85.40 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'361 CHF | 432'361 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 85.10 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'223 CHF | 428'223 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 84.80 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'168 CHF | 430'168 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 85.80 % | 86.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'672 CHF | 435'672 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 89.10 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'398 CHF | 450'398 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 88.20 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'607 CHF | 448'607 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 90.50 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'665 CHF | 457'665 CHF | 99.04% | 99.04% |