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 | 0.73% | 81.50 % | 82.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'697 CHF | 414'697 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 83.10 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'652 CHF | 418'652 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 82.90 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'322 CHF | 418'322 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.00 % | 84.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'233 CHF | 428'233 CHF | 99.04% | 99.04% |
14.11.2024 | 0.70% | 86.20 % | 86.80 % | 500'000 | 500'000 | 499'012 | 499'012 | 430'257 CHF | 433'252 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 85.50 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'779 CHF | 429'622 CHF | 99.67% | 99.67% |
12.11.2024 | 0.23% | 85.80 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'440 CHF | 438'440 CHF | 93.51% | 93.51% |
11.11.2024 | 0.23% | 89.20 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'369 CHF | 444'369 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 90.20 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'804 CHF | 446'804 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 88.20 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'528 CHF | 447'528 CHF | 73.71% | 73.71% |