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 | 0.94% | 84.60 % | 85.40 % | 500'000 | 500'000 | 497'456 | 497'456 | 423'666 CHF | 427'648 CHF | 97.94% | 97.94% |
19.11.2024 | 1.18% | 84.30 % | 85.30 % | 500'000 | 500'000 | 499'088 | 499'088 | 422'615 CHF | 427'609 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 85.50 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'776 CHF | 429'776 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 84.30 % | 85.10 % | 500'000 | 500'000 | 499'339 | 499'339 | 425'985 CHF | 429'983 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 85.10 % | 85.90 % | 500'000 | 500'000 | 499'845 | 499'845 | 421'696 CHF | 425'696 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 84.60 % | 85.40 % | 500'000 | 500'000 | 499'184 | 499'184 | 421'008 CHF | 425'004 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 84.10 % | 84.90 % | 500'000 | 500'000 | 498'068 | 498'068 | 425'312 CHF | 429'305 CHF | 100.00% | 100.00% |
11.11.2024 | 1.17% | 87.30 % | 88.30 % | 500'000 | 500'000 | 492'058 | 492'058 | 422'712 CHF | 427'664 CHF | 99.58% | 99.58% |
08.11.2024 | 1.17% | 85.30 % | 86.30 % | 500'000 | 500'000 | 483'374 | 483'374 | 418'691 CHF | 423'591 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 88.90 % | 89.70 % | 500'000 | 500'000 | 499'417 | 499'417 | 432'587 CHF | 436'585 CHF | 99.23% | 99.23% |