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 | 1.10% | 90.50 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'963 CHF | 458'963 CHF | 98.58% | 98.58% |
19.11.2024 | 1.09% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'549 CHF | 460'549 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'312 CHF | 468'312 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'794 CHF | 469'794 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 92.70 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'369 CHF | 468'369 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 93.10 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'682 CHF | 470'682 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'250 CHF | 474'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'893 CHF | 483'893 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.30 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'963 CHF | 482'963 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'674 CHF | 486'674 CHF | 99.04% | 99.04% |