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 | 0.68% | 73.18 % | 73.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'192 CHF | 370'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 73.99 % | 74.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 367'341 CHF | 369'841 CHF | 89.36% | 89.36% |
18.11.2024 | 0.67% | 74.80 % | 75.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'147 CHF | 376'647 CHF | 99.67% | 99.67% |
15.11.2024 | 0.66% | 74.96 % | 75.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'974 CHF | 378'474 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 74.61 % | 75.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'851 CHF | 373'351 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 74.26 % | 74.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'887 CHF | 374'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 74.78 % | 75.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'408 CHF | 378'908 CHF | 98.73% | 98.73% |
11.11.2024 | 0.64% | 78.01 % | 78.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'957 CHF | 393'457 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 77.36 % | 77.86 % | 500'000 | 500'000 | 500'000 | 499'987 | 389'184 CHF | 391'674 CHF | 99.83% | 99.83% |
07.11.2024 | 0.63% | 79.50 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'303 CHF | 400'803 CHF | 100.00% | 100.00% |