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 | 0.62% | 80.50 % | 81.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'915 CHF | 405'415 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 79.94 % | 80.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'042 CHF | 400'542 CHF | 89.37% | 89.37% |
18.11.2024 | 0.62% | 80.20 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'013 CHF | 401'513 CHF | 99.67% | 99.67% |
15.11.2024 | 0.62% | 79.73 % | 80.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'938 CHF | 405'438 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 81.53 % | 82.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'789 CHF | 410'289 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 81.69 % | 82.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'460 CHF | 412'960 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 82.29 % | 82.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'418 CHF | 414'918 CHF | 98.74% | 98.74% |
11.11.2024 | 0.60% | 83.51 % | 84.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'276 CHF | 420'776 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 83.12 % | 83.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'623 CHF | 420'123 CHF | 99.83% | 99.83% |
07.11.2024 | 0.59% | 83.98 % | 84.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'837 CHF | 425'337 CHF | 100.00% | 100.00% |