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% | 65.80 % | 66.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 332'088 CHF | 333'838 CHF | 99.38% | 99.38% |
19.11.2024 | 0.53% | 66.25 % | 66.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 331'889 CHF | 333'639 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 67.10 % | 67.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 335'737 CHF | 337'487 CHF | 99.37% | 99.37% |
15.11.2024 | 0.53% | 66.60 % | 66.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 329'089 CHF | 330'831 CHF | 99.38% | 99.38% |
14.11.2024 | 0.53% | 65.60 % | 65.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 327'846 CHF | 329'592 CHF | 99.37% | 99.37% |
13.11.2024 | 0.52% | 65.55 % | 65.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 324'701 CHF | 326'388 CHF | 99.38% | 99.38% |
12.11.2024 | 0.47% | 64.60 % | 64.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 322'330 CHF | 323'835 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 65.10 % | 65.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 322'572 CHF | 324'111 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 64.15 % | 64.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 317'907 CHF | 319'407 CHF | 99.36% | 99.36% |
07.11.2024 | 0.47% | 63.00 % | 63.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 317'937 CHF | 319'437 CHF | 98.80% | 98.80% |