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 | 1.16% | 76.90 % | 77.70 % | 500'000 | 500'000 | 454'348 | 454'348 | 346'632 CHF | 350'310 CHF | 97.95% | 97.95% |
19.11.2024 | 1.07% | 75.30 % | 76.10 % | 500'000 | 500'000 | 494'403 | 494'403 | 371'273 CHF | 375'247 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 75.20 % | 76.00 % | 500'000 | 500'000 | 492'458 | 492'458 | 378'179 CHF | 382'145 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 78.70 % | 79.50 % | 500'000 | 500'000 | 492'167 | 492'167 | 393'405 CHF | 397'372 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 84.40 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'598 CHF | 428'598 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 86.70 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'705 CHF | 431'705 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 85.80 % | 86.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'801 CHF | 440'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 89.60 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'516 CHF | 447'516 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 87.20 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'061 CHF | 434'061 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 85.00 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'409 CHF | 427'409 CHF | 99.24% | 99.24% |