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 | 1.02% | 77.40 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'612 CHF | 394'612 CHF | 97.94% | 97.94% |
19.11.2024 | 1.41% | 77.90 % | 78.70 % | 500'000 | 500'000 | 428'377 | 428'377 | 331'464 CHF | 335'608 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 80.90 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'749 CHF | 399'749 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 80.10 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'802 CHF | 407'802 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 82.60 % | 83.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'945 CHF | 409'945 CHF | 99.02% | 99.02% |
13.11.2024 | 0.95% | 83.90 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'339 CHF | 422'339 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 83.70 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'071 CHF | 430'071 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 86.70 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'437 CHF | 441'437 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.20 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'411 CHF | 439'411 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 88.50 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'241 CHF | 450'241 CHF | 99.23% | 99.23% |