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 | 0.53% | 56.55 % | 56.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 284'111 CHF | 285'611 CHF | 99.17% | 99.17% |
19.11.2024 | 0.53% | 56.50 % | 56.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 280'391 CHF | 281'891 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 58.15 % | 58.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 287'662 CHF | 289'162 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 58.85 % | 59.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 297'108 CHF | 298'608 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 60.20 % | 60.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 296'945 CHF | 298'445 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 66.25 % | 66.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'827 CHF | 336'577 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 67.40 % | 67.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 341'142 CHF | 342'892 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 70.05 % | 70.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'966 CHF | 353'716 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 70.20 % | 70.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'145 CHF | 352'895 CHF | 99.08% | 99.08% |
07.11.2024 | 0.50% | 78.10 % | 78.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'034 CHF | 397'034 CHF | 99.08% | 99.08% |