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 | 0.75% | 78.70 % | 79.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'605 CHF | 402'605 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 80.90 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'810 CHF | 407'810 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 80.70 % | 81.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'444 CHF | 407'444 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 82.30 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'632 CHF | 419'632 CHF | 99.04% | 99.04% |
14.11.2024 | 0.71% | 84.70 % | 85.30 % | 500'000 | 500'000 | 499'068 | 499'068 | 422'563 CHF | 425'558 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 83.80 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'241 CHF | 421'083 CHF | 99.67% | 99.67% |
12.11.2024 | 0.23% | 84.30 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'618 CHF | 431'618 CHF | 93.51% | 93.51% |
11.11.2024 | 0.23% | 88.30 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'279 CHF | 439'279 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 89.50 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'094 CHF | 442'094 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 86.80 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'063 CHF | 445'063 CHF | 73.71% | 73.71% |