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 | 0.81% | 61.54 % | 62.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 308'656 CHF | 311'156 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 62.81 % | 63.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 319'170 CHF | 321'670 CHF | 89.32% | 89.32% |
18.11.2024 | 0.80% | 63.12 % | 63.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 310'243 CHF | 312'743 CHF | 99.63% | 99.63% |
15.11.2024 | 0.79% | 60.85 % | 61.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 314'933 CHF | 317'433 CHF | 99.87% | 99.87% |
14.11.2024 | 0.74% | 66.93 % | 67.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 336'547 CHF | 339'047 CHF | 99.00% | 99.00% |
13.11.2024 | 0.73% | 67.81 % | 68.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 343'259 CHF | 345'759 CHF | 99.94% | 99.94% |
12.11.2024 | 0.73% | 68.24 % | 68.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'678 CHF | 345'178 CHF | 98.71% | 98.71% |
11.11.2024 | 0.69% | 69.92 % | 70.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'628 CHF | 366'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 74.16 % | 74.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'288 CHF | 386'788 CHF | 99.83% | 99.83% |
07.11.2024 | 0.63% | 78.76 % | 79.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'158 CHF | 399'658 CHF | 62.45% | 62.45% |