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 | 1.00% | 79.20 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'201 CHF | 401'201 CHF | 97.95% | 97.95% |
19.11.2024 | 1.00% | 79.70 % | 80.50 % | 500'000 | 500'000 | 498'890 | 498'890 | 397'233 CHF | 401'229 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 79.70 % | 80.50 % | 500'000 | 500'000 | 499'328 | 499'328 | 398'723 CHF | 402'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 79.90 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'177 CHF | 405'177 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 80.60 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'501 CHF | 407'501 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 80.10 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'308 CHF | 404'308 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 79.50 % | 80.30 % | 500'000 | 500'000 | 499'824 | 499'824 | 400'815 CHF | 404'814 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 80.20 % | 81.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'806 CHF | 404'806 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 80.40 % | 81.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'104 CHF | 408'104 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 79.80 % | 80.60 % | 500'000 | 500'000 | 498'405 | 498'405 | 397'321 CHF | 401'314 CHF | 99.23% | 99.23% |