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 | 1.77% | 70.90 % | 72.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'770 CHF | 370'276 CHF | 99.36% | 99.36% |
19.11.2024 | 1.64% | 75.00 % | 76.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'382 CHF | 380'559 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 74.90 % | 76.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'730 CHF | 383'189 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 78.50 % | 79.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'219 CHF | 404'719 CHF | 99.04% | 99.04% |
14.11.2024 | 0.84% | 82.70 % | 83.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'801 CHF | 416'301 CHF | 99.10% | 99.10% |
13.11.2024 | 0.87% | 80.30 % | 81.00 % | 500'000 | 500'000 | 499'674 | 499'674 | 399'936 CHF | 403'434 CHF | 80.97% | 80.97% |
12.11.2024 | 0.46% | 80.40 % | 81.10 % | 500'000 | 500'000 | 499'715 | 499'715 | 417'017 CHF | 418'949 CHF | 92.23% | 92.23% |
11.11.2024 | 0.35% | 86.50 % | 86.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'237 CHF | 428'737 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 88.30 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'622 CHF | 434'122 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 85.50 % | 85.80 % | 500'000 | 500'000 | 499'642 | 499'642 | 436'506 CHF | 438'006 CHF | 72.78% | 72.78% |