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 | 1.86% | 74.60 % | 76.11 % | 500'000 | 500'000 | 500'000 | 499'986 | 384'195 CHF | 391'393 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 78.90 % | 80.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'904 CHF | 399'929 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 78.10 % | 79.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'814 CHF | 400'579 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 81.50 % | 82.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'004 CHF | 419'594 CHF | 99.04% | 99.04% |
14.11.2024 | 0.82% | 86.30 % | 87.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'359 CHF | 434'909 CHF | 99.10% | 99.10% |
13.11.2024 | 0.81% | 83.80 % | 84.51 % | 500'000 | 500'000 | 499'735 | 499'735 | 417'587 CHF | 420'978 CHF | 99.67% | 99.67% |
12.11.2024 | 0.35% | 84.30 % | 84.61 % | 500'000 | 500'000 | 499'719 | 499'719 | 438'522 CHF | 440'073 CHF | 93.51% | 93.51% |
11.11.2024 | 0.34% | 91.10 % | 91.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'072 CHF | 451'622 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'820 CHF | 456'370 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 89.00 % | 89.31 % | 500'000 | 500'000 | 499'642 | 499'642 | 455'878 CHF | 457'429 CHF | 73.71% | 73.71% |