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 | 0.63% | 78.53 % | 79.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'962 CHF | 398'462 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 79.32 % | 79.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'768 CHF | 399'268 CHF | 89.37% | 89.37% |
18.11.2024 | 0.62% | 79.65 % | 80.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'981 CHF | 401'481 CHF | 99.67% | 99.67% |
15.11.2024 | 0.62% | 80.66 % | 81.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'005 CHF | 407'505 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 81.75 % | 82.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'404 CHF | 406'904 CHF | 99.94% | 99.94% |
13.11.2024 | 0.61% | 81.26 % | 81.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'890 CHF | 411'390 CHF | 98.56% | 98.56% |
12.11.2024 | 0.59% | 82.60 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'934 CHF | 424'434 CHF | 98.71% | 98.71% |
11.11.2024 | 0.55% | 89.90 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'859 CHF | 452'359 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 89.13 % | 89.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'885 CHF | 448'385 CHF | 99.83% | 99.83% |
07.11.2024 | 0.55% | 89.93 % | 90.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'206 CHF | 452'706 CHF | 100.00% | 100.00% |