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 | 0.59% | 86.30 % | 86.80 % | 500'000 | 500'000 | 146'332 | 146'332 | 126'532 CHF | 127'264 CHF | 99.64% | 99.64% |
19.11.2024 | 0.59% | 86.90 % | 87.40 % | 500'000 | 500'000 | 146'899 | 146'899 | 128'531 CHF | 129'268 CHF | 99.86% | 99.86% |
18.11.2024 | 0.63% | 87.10 % | 87.60 % | 500'000 | 500'000 | 143'638 | 143'638 | 125'652 CHF | 126'382 CHF | 99.77% | 99.77% |
15.11.2024 | 0.58% | 87.10 % | 87.60 % | 500'000 | 500'000 | 147'240 | 147'240 | 129'001 CHF | 129'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 89.00 % | 89.50 % | 500'000 | 500'000 | 145'374 | 145'147 | 129'001 CHF | 129'532 CHF | 98.82% | 98.82% |
13.11.2024 | 0.60% | 86.90 % | 87.40 % | 500'000 | 500'000 | 144'585 | 144'585 | 125'118 CHF | 125'846 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 86.10 % | 86.60 % | 500'000 | 500'000 | 143'615 | 143'615 | 124'963 CHF | 125'689 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 88.70 % | 89.20 % | 500'000 | 500'000 | 142'802 | 142'802 | 128'619 CHF | 129'344 CHF | 99.90% | 99.90% |
08.11.2024 | 0.61% | 91.20 % | 91.70 % | 500'000 | 500'000 | 142'709 | 142'709 | 129'356 CHF | 130'081 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 90.10 % | 90.60 % | 500'000 | 500'000 | 144'565 | 144'565 | 129'213 CHF | 129'941 CHF | 99.76% | 99.76% |