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 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'281 CHF | 480'281 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'428 CHF | 480'428 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'442 CHF | 484'442 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'005 CHF | 488'005 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'867 CHF | 488'867 CHF | 99.10% | 99.10% |
13.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'565 CHF | 485'565 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'318 CHF | 488'318 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'146 CHF | 495'146 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'193 CHF | 494'193 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'830 CHF | 500'830 CHF | 100.00% | 100.00% |