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 | 0.61% | 81.17 % | 81.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'637 CHF | 414'137 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 82.92 % | 83.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'450 CHF | 409'950 CHF | 89.37% | 89.37% |
18.11.2024 | 0.59% | 84.59 % | 85.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'043 CHF | 425'543 CHF | 99.30% | 99.30% |
15.11.2024 | 0.58% | 85.08 % | 85.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'068 CHF | 430'568 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 84.34 % | 84.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'492 CHF | 419'992 CHF | 90.86% | 90.86% |
13.11.2024 | 0.59% | 84.21 % | 84.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'299 CHF | 426'799 CHF | 99.03% | 99.03% |
12.11.2024 | 0.57% | 86.20 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'940 CHF | 440'440 CHF | 98.26% | 98.26% |
11.11.2024 | 0.53% | 93.44 % | 93.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'202 CHF | 471'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 92.05 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'808 CHF | 466'308 CHF | 99.84% | 99.84% |
07.11.2024 | 0.52% | 95.57 % | 96.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'042 CHF | 481'542 CHF | 99.97% | 99.97% |