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 | 0.50% | 79.45 % | 79.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'910 CHF | 401'910 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 79.70 % | 80.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'419 CHF | 398'419 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 79.00 % | 79.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'986 CHF | 395'986 CHF | 99.21% | 99.21% |
15.11.2024 | 0.50% | 78.80 % | 79.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'956 CHF | 397'956 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 79.05 % | 79.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'551 CHF | 394'551 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 77.55 % | 77.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'445 CHF | 389'445 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 78.85 % | 79.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'936 CHF | 402'936 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 82.15 % | 82.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'552 CHF | 417'552 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 82.50 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'888 CHF | 414'888 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 82.80 % | 83.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'286 CHF | 416'286 CHF | 99.09% | 99.09% |