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 | 0.49% | 59.80 % | 60.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 303'084 CHF | 304'584 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 60.65 % | 60.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 301'275 CHF | 302'775 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 60.50 % | 60.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 304'630 CHF | 306'130 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 61.60 % | 61.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 309'408 CHF | 310'908 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 61.45 % | 61.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 303'914 CHF | 305'414 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 59.70 % | 60.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 296'641 CHF | 298'141 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 59.40 % | 59.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 301'201 CHF | 302'701 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 61.55 % | 61.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 307'614 CHF | 309'114 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 60.95 % | 61.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 305'932 CHF | 307'432 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 62.30 % | 62.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 311'634 CHF | 313'134 CHF | 98.80% | 98.80% |