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% | 66.65 % | 67.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 333'722 CHF | 335'472 CHF | 98.83% | 98.83% |
19.11.2024 | 0.52% | 66.45 % | 66.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'437 CHF | 336'187 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 67.95 % | 68.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 338'938 CHF | 340'688 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 68.90 % | 69.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'700 CHF | 348'450 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 70.20 % | 70.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'040 CHF | 351'790 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 69.55 % | 69.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 349'355 CHF | 351'105 CHF | 98.96% | 98.96% |
12.11.2024 | 0.49% | 70.05 % | 70.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 355'301 CHF | 357'051 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 73.35 % | 73.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'967 CHF | 368'717 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 72.30 % | 72.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'391 CHF | 360'141 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 72.20 % | 72.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'525 CHF | 363'275 CHF | 98.69% | 98.69% |