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 | 0.51% | 77.25 % | 77.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'737 CHF | 391'737 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 79.00 % | 79.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'857 CHF | 394'857 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 79.05 % | 79.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'979 CHF | 394'979 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 77.85 % | 78.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'658 CHF | 391'658 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'235 CHF | 391'235 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 75.65 % | 76.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'340 CHF | 376'220 CHF | 99.17% | 99.17% |
12.11.2024 | 0.53% | 74.65 % | 75.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'275 CHF | 380'273 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 76.70 % | 77.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'903 CHF | 389'903 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 77.55 % | 77.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'208 CHF | 393'208 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'151 CHF | 401'151 CHF | 99.08% | 99.08% |