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 | 1.15% | 86.40 % | 87.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'057 CHF | 440'103 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 88.00 % | 89.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'715 CHF | 443'707 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 88.70 % | 89.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'165 CHF | 446'151 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 88.30 % | 89.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'429 CHF | 446'450 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 90.00 % | 90.91 % | 500'000 | 500'000 | 499'481 | 500'000 | 443'378 CHF | 448'845 CHF | 99.10% | 99.10% |
13.11.2024 | 1.28% | 87.10 % | 88.21 % | 500'000 | 500'000 | 498'493 | 500'000 | 431'078 CHF | 437'933 CHF | 99.83% | 100.00% |
12.11.2024 | 1.26% | 86.30 % | 87.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'384 CHF | 440'923 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 87.70 % | 88.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'038 CHF | 447'093 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 88.30 % | 89.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'996 CHF | 449'046 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 89.40 % | 90.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'641 CHF | 454'279 CHF | 100.00% | 100.00% |