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 | 1.08% | 92.00 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'416 CHF | 467'452 CHF | 99.37% | 99.37% |
19.11.2024 | 1.07% | 93.30 % | 94.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'379 CHF | 470'370 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 92.70 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'054 CHF | 467'068 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 92.10 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'738 CHF | 465'786 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 93.50 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'564 CHF | 466'690 CHF | 99.10% | 99.10% |
13.11.2024 | 1.34% | 90.40 % | 91.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'975 CHF | 455'025 CHF | 100.00% | 100.00% |
12.11.2024 | 1.24% | 89.70 % | 90.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'990 CHF | 458'634 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 90.90 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'925 CHF | 463'252 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 91.60 % | 92.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'639 CHF | 465'689 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 92.70 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'600 CHF | 471'268 CHF | 99.23% | 99.23% |