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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.96% | 84.00 % | 84.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'102 CHF | 425'152 CHF | 99.36% | 99.36% |
25.11.2024 | 0.97% | 84.70 % | 85.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'584 CHF | 417'634 CHF | 100.00% | 100.00% |
22.11.2024 | 1.01% | 80.60 % | 81.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'965 CHF | 405'015 CHF | 100.00% | 100.00% |
20.11.2024 | 1.00% | 79.50 % | 80.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'766 CHF | 405'815 CHF | 97.94% | 97.94% |
19.11.2024 | 0.99% | 80.80 % | 81.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'278 CHF | 409'328 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 81.80 % | 82.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'938 CHF | 412'988 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.00 % | 84.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'073 CHF | 432'122 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 86.70 % | 87.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'187 CHF | 434'237 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 85.70 % | 86.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'174 CHF | 439'224 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 88.60 % | 89.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'439 CHF | 449'489 CHF | 100.00% | 100.00% |