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 | 1.41% | 84.10 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'631 CHF | 428'631 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 83.20 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'528 CHF | 422'508 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 84.80 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'129 CHF | 432'780 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 87.50 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'999 CHF | 441'999 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 87.90 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'609 CHF | 446'609 CHF | 99.10% | 99.10% |
13.11.2024 | 1.23% | 87.70 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'420 CHF | 437'776 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 86.40 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'326 CHF | 441'326 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 88.00 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'113 CHF | 446'711 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 88.60 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'293 CHF | 444'159 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 88.80 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'246 CHF | 450'747 CHF | 99.23% | 99.23% |