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 | 0.48% | 72.20 % | 72.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'869 CHF | 363'619 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 73.10 % | 73.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'428 CHF | 367'178 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 74.70 % | 75.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'331 CHF | 377'252 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 74.90 % | 75.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'648 CHF | 374'486 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 73.75 % | 74.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 364'640 CHF | 366'390 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 72.00 % | 72.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'888 CHF | 359'638 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 70.85 % | 71.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'436 CHF | 359'186 CHF | 99.38% | 99.38% |
11.11.2024 | 0.47% | 73.60 % | 73.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 367'643 CHF | 369'393 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 72.65 % | 73.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'382 CHF | 372'169 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'406 CHF | 395'406 CHF | 98.80% | 98.80% |