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 | 0.47% | 73.90 % | 74.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'692 CHF | 372'442 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 74.00 % | 74.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'347 CHF | 373'124 CHF | 99.37% | 99.37% |
18.11.2024 | 0.53% | 75.80 % | 76.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'256 CHF | 380'256 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 75.10 % | 75.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'866 CHF | 379'866 CHF | 99.36% | 99.36% |
14.11.2024 | 0.53% | 76.25 % | 76.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'284 CHF | 381'284 CHF | 99.37% | 99.37% |
13.11.2024 | 0.53% | 75.15 % | 75.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'793 CHF | 377'780 CHF | 65.04% | 65.04% |
12.11.2024 | 0.53% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'397 CHF | 380'397 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 76.55 % | 76.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'267 CHF | 386'267 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 76.60 % | 77.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'855 CHF | 385'855 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 77.10 % | 77.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'684 CHF | 388'684 CHF | 98.56% | 98.56% |