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 | 1.07% | 74.30 % | 75.10 % | 500'000 | 500'000 | 497'455 | 497'455 | 372'822 CHF | 376'805 CHF | 97.94% | 97.94% |
19.11.2024 | 1.37% | 74.00 % | 75.00 % | 500'000 | 500'000 | 492'812 | 492'812 | 366'624 CHF | 371'618 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 75.10 % | 76.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'529 CHF | 377'529 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 73.70 % | 74.50 % | 500'000 | 500'000 | 499'339 | 499'339 | 372'817 CHF | 376'814 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 74.60 % | 75.40 % | 500'000 | 500'000 | 427'529 | 427'529 | 315'443 CHF | 319'587 CHF | 100.00% | 100.00% |
13.11.2024 | 2.17% | 74.00 % | 75.00 % | 500'000 | 500'000 | 346'854 | 346'854 | 255'201 CHF | 260'195 CHF | 100.00% | 100.00% |
12.11.2024 | 1.60% | 73.10 % | 75.10 % | 250'000 | 250'000 | 447'377 | 447'377 | 335'955 CHF | 340'942 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 77.20 % | 78.00 % | 500'000 | 500'000 | 492'058 | 492'058 | 372'525 CHF | 376'489 CHF | 99.58% | 99.58% |
08.11.2024 | 1.06% | 75.00 % | 75.80 % | 500'000 | 500'000 | 483'374 | 483'374 | 369'345 CHF | 373'270 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 78.40 % | 79.40 % | 500'000 | 500'000 | 499'417 | 499'417 | 379'785 CHF | 384'781 CHF | 99.23% | 99.23% |