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 | 0.46% | 53.70 % | 53.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 269'799 CHF | 271'049 CHF | 99.17% | 99.17% |
19.11.2024 | 0.47% | 53.65 % | 53.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 266'183 CHF | 267'433 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 55.25 % | 55.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 273'324 CHF | 274'610 CHF | 99.22% | 99.22% |
15.11.2024 | 0.53% | 55.95 % | 56.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'547 CHF | 284'047 CHF | 99.17% | 99.17% |
14.11.2024 | 0.53% | 57.30 % | 57.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'495 CHF | 283'989 CHF | 99.16% | 99.16% |
13.11.2024 | 0.47% | 63.20 % | 63.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 319'668 CHF | 321'168 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 64.35 % | 64.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 325'746 CHF | 327'460 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 66.95 % | 67.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 336'437 CHF | 338'187 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 67.10 % | 67.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 335'163 CHF | 336'913 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 71.40 % | 71.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'932 CHF | 360'682 CHF | 99.08% | 99.08% |