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 | 2.29% | 64.20 % | 66.30 % | 500'000 | 5'000'000 | 500'000 | 5'000'000 | 324'000 CHF | 3'315'000 CHF | 0.03% | 99.37% |
19.11.2024 | 1.99% | 64.40 % | 64.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 323'357 CHF | 329'863 CHF | 73.22% | 100.00% |
18.11.2024 | 1.73% | 68.90 % | 70.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 345'441 CHF | 351'458 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 70.30 % | 71.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'095 CHF | 356'595 CHF | 100.00% | 100.00% |
14.11.2024 | - | 72.10 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13.11.2024 | - | 74.50 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.30% |
12.11.2024 | - | 71.50 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 74.30 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | - | 70.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 64.50 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.23% |