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 | 1.19% | 88.00 % | 89.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'643 CHF | 446'913 CHF | 99.37% | 99.37% |
19.11.2024 | 1.32% | 87.80 % | 88.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'683 CHF | 439'453 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 87.70 % | 88.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'421 CHF | 442'067 CHF | 100.00% | 100.00% |
15.11.2024 | 1.30% | 87.60 % | 88.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'652 CHF | 442'360 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 86.40 % | 87.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'488 CHF | 432'815 CHF | 99.10% | 99.10% |
13.11.2024 | 1.61% | 84.00 % | 85.31 % | 500'000 | 500'000 | 493'772 | 493'772 | 413'849 CHF | 420'466 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 84.30 % | 85.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'709 CHF | 429'259 CHF | 100.00% | 100.00% |
11.11.2024 | 1.24% | 86.50 % | 87.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'366 CHF | 444'825 CHF | 100.00% | 100.00% |
08.11.2024 | 2.42% | 86.20 % | 87.41 % | 500'000 | 500'000 | 395'567 | 395'567 | 329'718 CHF | 336'685 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 88.00 % | 89.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'609 CHF | 440'291 CHF | 99.23% | 99.23% |