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 | 0.47% | 62.75 % | 63.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 315'341 CHF | 316'841 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 62.70 % | 63.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 311'119 CHF | 312'619 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 64.60 % | 64.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 319'396 CHF | 320'905 CHF | 99.20% | 99.20% |
15.11.2024 | 0.53% | 65.35 % | 65.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 330'050 CHF | 331'800 CHF | 99.17% | 99.17% |
14.11.2024 | 0.53% | 66.90 % | 67.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 329'832 CHF | 331'570 CHF | 98.82% | 98.82% |
13.11.2024 | 0.51% | 73.80 % | 74.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'934 CHF | 374'827 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 75.05 % | 75.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'204 CHF | 382'204 CHF | 99.12% | 99.12% |
11.11.2024 | 0.48% | 81.95 % | 82.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'807 CHF | 416'807 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 82.75 % | 83.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'882 CHF | 413'935 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 92.75 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'408 CHF | 468'658 CHF | 98.76% | 98.76% |