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 | 1.34% | 73.60 % | 74.60 % | 500'000 | 500'000 | 497'472 | 497'472 | 369'467 CHF | 374'444 CHF | 98.58% | 98.58% |
19.11.2024 | 1.34% | 73.80 % | 74.80 % | 500'000 | 500'000 | 499'088 | 499'088 | 370'414 CHF | 375'408 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 75.80 % | 76.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'331 CHF | 380'331 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 75.00 % | 75.80 % | 500'000 | 500'000 | 499'339 | 499'339 | 379'284 CHF | 383'281 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 75.90 % | 76.90 % | 500'000 | 500'000 | 499'845 | 499'845 | 375'603 CHF | 380'602 CHF | 100.00% | 100.00% |
13.11.2024 | 1.31% | 75.90 % | 76.90 % | 500'000 | 500'000 | 499'184 | 499'184 | 377'637 CHF | 382'632 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 76.10 % | 76.90 % | 500'000 | 500'000 | 498'070 | 498'070 | 386'140 CHF | 390'132 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 80.60 % | 81.40 % | 500'000 | 500'000 | 492'058 | 492'058 | 388'947 CHF | 392'911 CHF | 99.58% | 99.58% |
08.11.2024 | 1.26% | 79.00 % | 80.00 % | 500'000 | 500'000 | 483'373 | 483'373 | 388'117 CHF | 393'016 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 82.50 % | 83.50 % | 500'000 | 500'000 | 494'942 | 499'417 | 396'677 CHF | 405'236 CHF | 99.23% | 99.23% |