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 | 0.62% | 79.38 % | 79.88 % | 300'000 | 300'000 | 300'000 | 300'000 | 239'451 CHF | 240'951 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 78.69 % | 79.19 % | 300'000 | 300'000 | 300'000 | 300'000 | 233'658 CHF | 235'158 CHF | 89.28% | 89.28% |
18.11.2024 | 0.62% | 81.22 % | 81.72 % | 300'000 | 300'000 | 300'000 | 300'000 | 241'603 CHF | 243'103 CHF | 99.66% | 99.66% |
15.11.2024 | 0.61% | 82.21 % | 82.71 % | 300'000 | 300'000 | 300'000 | 300'000 | 246'667 CHF | 248'167 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 82.03 % | 82.53 % | 300'000 | 300'000 | 300'000 | 300'000 | 243'171 CHF | 244'671 CHF | 46.69% | 46.69% |
13.11.2024 | 0.61% | 81.25 % | 81.75 % | 300'000 | 300'000 | 300'000 | 300'000 | 243'939 CHF | 245'439 CHF | 87.92% | 87.92% |
12.11.2024 | 0.60% | 81.95 % | 82.45 % | 300'000 | 300'000 | 300'000 | 300'000 | 247'588 CHF | 249'088 CHF | 98.73% | 98.73% |
11.11.2024 | 0.58% | 86.93 % | 87.43 % | 300'000 | 300'000 | 300'000 | 300'000 | 258'828 CHF | 260'328 CHF | 14.41% | 14.41% |
08.11.2024 | 0.61% | 84.50 % | 85.00 % | 300'000 | 300'000 | 300'000 | 300'000 | 244'436 CHF | 245'936 CHF | 96.77% | 96.77% |
07.11.2024 | 0.58% | 86.53 % | 87.03 % | 300'000 | 300'000 | 300'000 | 300'000 | 256'370 CHF | 257'870 CHF | 100.00% | 100.00% |