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 | 0.52% | 67.05 % | 67.40 % | 500'000 | 500'000 | 499'885 | 500'000 | 336'626 CHF | 338'454 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 67.70 % | 68.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 336'317 CHF | 338'067 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 68.50 % | 68.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'732 CHF | 344'482 CHF | 99.21% | 99.21% |
15.11.2024 | 0.51% | 68.70 % | 69.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 344'784 CHF | 346'534 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 68.40 % | 68.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 339'823 CHF | 341'573 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 68.15 % | 68.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 341'288 CHF | 343'038 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 68.70 % | 69.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 345'925 CHF | 347'675 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 71.90 % | 72.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'430 CHF | 362'180 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 71.30 % | 71.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'861 CHF | 360'611 CHF | 99.17% | 99.17% |
07.11.2024 | 0.47% | 73.45 % | 73.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'095 CHF | 369'845 CHF | 98.43% | 98.43% |