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 | 0.52% | 76.45 % | 76.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'028 CHF | 383'028 CHF | 99.38% | 99.38% |
19.11.2024 | 0.53% | 75.80 % | 76.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'452 CHF | 379'452 CHF | 99.37% | 99.37% |
18.11.2024 | 0.53% | 76.10 % | 76.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'398 CHF | 381'398 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 76.55 % | 76.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'688 CHF | 389'688 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 77.80 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'826 CHF | 389'826 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 78.80 % | 79.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'695 CHF | 397'695 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 80.05 % | 80.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'791 CHF | 403'791 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 81.30 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'246 CHF | 411'246 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 81.70 % | 82.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'729 CHF | 414'729 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 84.05 % | 84.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'208 CHF | 428'352 CHF | 98.56% | 98.56% |