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 | 0.48% | 70.30 % | 70.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'532 CHF | 362'282 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 73.40 % | 73.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'118 CHF | 359'878 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 75.80 % | 76.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'123 CHF | 381'113 CHF | 99.22% | 99.22% |
15.11.2024 | 0.52% | 76.20 % | 76.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'546 CHF | 387'546 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 75.00 % | 75.40 % | 500'000 | 500'000 | 499'972 | 500'000 | 367'448 CHF | 369'244 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 74.05 % | 74.40 % | 500'000 | 500'000 | 499'976 | 500'000 | 373'105 CHF | 374'980 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 76.45 % | 76.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'061 CHF | 394'061 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 87.10 % | 87.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'597 CHF | 439'847 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 84.95 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'527 CHF | 433'776 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'683 CHF | 454'933 CHF | 98.43% | 98.43% |