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 | 0.67% | 73.87 % | 74.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'020 CHF | 372'520 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 73.64 % | 74.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'006 CHF | 370'506 CHF | 89.37% | 89.37% |
18.11.2024 | 0.67% | 74.56 % | 75.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'032 CHF | 374'532 CHF | 99.67% | 99.67% |
15.11.2024 | 0.67% | 74.26 % | 74.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'565 CHF | 377'065 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 75.34 % | 75.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'101 CHF | 377'601 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 74.83 % | 75.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'750 CHF | 377'250 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 75.14 % | 75.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'112 CHF | 379'612 CHF | 98.72% | 98.72% |
11.11.2024 | 0.65% | 76.20 % | 76.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'637 CHF | 385'137 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 76.21 % | 76.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'386 CHF | 384'886 CHF | 99.84% | 99.84% |
07.11.2024 | 0.65% | 76.85 % | 77.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'646 CHF | 388'146 CHF | 100.00% | 100.00% |