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% | 69.40 % | 69.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 347'740 CHF | 349'490 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 70.25 % | 70.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'330 CHF | 353'080 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 71.85 % | 72.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'992 CHF | 362'742 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 72.05 % | 72.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'350 CHF | 360'100 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 70.90 % | 71.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'509 CHF | 352'259 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 69.20 % | 69.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 343'944 CHF | 345'694 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 68.10 % | 68.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 343'501 CHF | 345'251 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 70.75 % | 71.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'408 CHF | 355'158 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 69.85 % | 70.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 356'141 CHF | 357'891 CHF | 99.36% | 99.36% |
07.11.2024 | 0.52% | 75.90 % | 76.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'336 CHF | 380'309 CHF | 98.80% | 98.80% |