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 | 2.30% | 66.60 % | 68.20 % | 500'000 | 500'000 | 495'030 | 495'030 | 342'676 CHF | 350'556 CHF | 99.37% | 99.37% |
19.11.2024 | 2.09% | 71.00 % | 72.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'719 CHF | 361'196 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 69.90 % | 71.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'764 CHF | 359'261 CHF | 100.00% | 100.00% |
15.11.2024 | 1.99% | 72.60 % | 74.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'291 CHF | 381'829 CHF | 99.04% | 99.04% |
14.11.2024 | - | 78.30 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13.11.2024 | - | 74.90 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.46% |
12.11.2024 | - | 75.60 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.51% |
11.11.2024 | - | 84.10 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 0.35% | 86.60 % | 86.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'823 CHF | 424'323 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 82.40 % | 82.70 % | 500'000 | 500'000 | 499'642 | 499'642 | 423'718 CHF | 425'218 CHF | 73.71% | 73.71% |