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 | 0.47% | 63.20 % | 63.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 317'501 CHF | 319'001 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 63.15 % | 63.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 313'615 CHF | 315'115 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 64.90 % | 65.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 321'366 CHF | 322'878 CHF | 99.21% | 99.21% |
15.11.2024 | 0.53% | 65.65 % | 66.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 331'258 CHF | 333'008 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 67.05 % | 67.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 331'071 CHF | 332'813 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 73.60 % | 73.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'742 CHF | 373'537 CHF | 99.17% | 99.17% |
12.11.2024 | 0.53% | 74.80 % | 75.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'330 CHF | 380'328 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 77.60 % | 78.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'767 CHF | 391'767 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 77.75 % | 78.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'262 CHF | 390'262 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 82.25 % | 82.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'167 CHF | 415'167 CHF | 99.08% | 99.08% |