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 | 3.36% | 60.10 % | 66.60 % | 500'000 | 5'000'000 | 500'000 | 5'000'000 | 322'000 CHF | 3'330'000 CHF | 0.03% | 100.00% |
19.11.2024 | 2.82% | 66.70 % | 67.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 330'997 CHF | 340'471 CHF | 72.48% | 99.06% |
18.11.2024 | 2.81% | 65.70 % | 67.60 % | 500'000 | 500'000 | 499'989 | 500'000 | 332'292 CHF | 341'770 CHF | 98.41% | 98.41% |
15.11.2024 | 2.20% | 70.00 % | 71.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'286 CHF | 371'354 CHF | 99.04% | 99.04% |
14.11.2024 | 1.96% | 76.60 % | 78.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'933 CHF | 389'482 CHF | 99.10% | 99.10% |
13.11.2024 | 2.20% | 72.90 % | 74.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'288 CHF | 371'364 CHF | 98.79% | 98.79% |
12.11.2024 | 1.80% | 73.60 % | 75.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'479 CHF | 400'610 CHF | 93.51% | 93.51% |
11.11.2024 | 1.66% | 82.70 % | 84.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'098 CHF | 412'884 CHF | 100.00% | 100.00% |
08.11.2024 | 1.30% | 85.20 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'015 CHF | 417'392 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 79.00 % | 80.40 % | 500'000 | 500'000 | 499'642 | 499'642 | 409'055 CHF | 414'538 CHF | 73.71% | 73.71% |