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 | 1.21% | 82.20 % | 83.20 % | 500'000 | 5'000'000 | 500'000 | 5'000'000 | 411'000 CHF | 4'160'000 CHF | 0.03% | 97.94% |
19.11.2024 | 0.95% | 82.10 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'842 CHF | 422'842 CHF | 73.22% | 100.00% |
18.11.2024 | 0.95% | 84.40 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'598 CHF | 423'598 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 83.80 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'134 CHF | 428'134 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 86.20 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'650 CHF | 434'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 86.00 % | 86.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'988 CHF | 435'988 CHF | 99.86% | 99.86% |
12.11.2024 | 0.92% | 86.60 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'228 CHF | 438'228 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 88.20 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'665 CHF | 445'665 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'428 CHF | 444'428 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 88.60 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'363 CHF | 450'363 CHF | 99.23% | 99.23% |