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% | 78.65 % | 79.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'936 CHF | 397'936 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'548 CHF | 394'548 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 78.25 % | 78.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'219 CHF | 392'219 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 78.00 % | 78.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'023 CHF | 394'023 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 78.30 % | 78.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'683 CHF | 390'683 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 76.80 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'716 CHF | 385'716 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 78.05 % | 78.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'879 CHF | 398'879 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 81.25 % | 81.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'740 CHF | 412'740 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'248 CHF | 410'248 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 81.90 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'566 CHF | 411'566 CHF | 99.08% | 99.08% |