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 | 0.51% | 58.25 % | 58.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 295'001 CHF | 296'501 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 59.45 % | 59.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 299'534 CHF | 301'034 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 60.70 % | 61.00 % | 500'000 | 500'000 | 500'000 | 499'888 | 309'031 CHF | 310'504 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 72.45 % | 72.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'734 CHF | 408'726 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'379 CHF | 410'412 CHF | 99.14% | 99.14% |
13.11.2024 | 0.50% | 80.85 % | 81.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'208 CHF | 437'385 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'243 CHF | 468'493 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'873 CHF | 475'188 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 499'882 | 500'000 | 470'110 CHF | 472'490 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'489 CHF | 475'875 CHF | 98.41% | 98.41% |