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 | 2.18% | 60.70 % | 66.36 % | 250'000 | 250'000 | 487'838 | 487'838 | 326'786 CHF | 333'822 CHF | 87.88% | 99.36% |
19.11.2024 | 2.04% | 68.50 % | 69.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 341'670 CHF | 348'711 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 67.90 % | 69.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'018 CHF | 348'970 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 70.80 % | 72.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'734 CHF | 370'433 CHF | 99.04% | 99.04% |
14.11.2024 | 0.93% | 76.20 % | 76.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'499 CHF | 384'049 CHF | 99.10% | 99.10% |
13.11.2024 | 1.49% | 74.20 % | 74.91 % | 500'000 | 500'000 | 498'672 | 498'672 | 366'935 CHF | 372'424 CHF | 98.79% | 98.79% |
12.11.2024 | 0.51% | 74.70 % | 75.41 % | 500'000 | 500'000 | 499'437 | 499'437 | 390'176 CHF | 392'159 CHF | 93.51% | 93.51% |
11.11.2024 | 0.39% | 81.50 % | 81.81 % | 500'000 | 500'000 | 499'736 | 499'736 | 401'819 CHF | 403'369 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 83.30 % | 83.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'292 CHF | 408'842 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 79.80 % | 80.11 % | 500'000 | 500'000 | 499'642 | 499'642 | 409'123 CHF | 410'673 CHF | 73.71% | 73.71% |