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 | 0.52% | 76.10 % | 76.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'394 CHF | 383'394 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 77.00 % | 77.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'153 CHF | 387'153 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 78.80 % | 79.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'334 CHF | 398'334 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 79.10 % | 79.50 % | 500'000 | 500'000 | 499'988 | 500'000 | 393'329 CHF | 395'339 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 77.80 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'476 CHF | 386'476 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 75.85 % | 76.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'007 CHF | 379'007 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 74.65 % | 75.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'467 CHF | 378'445 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 77.60 % | 78.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'592 CHF | 389'592 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 76.60 % | 77.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'573 CHF | 392'573 CHF | 99.34% | 99.34% |
07.11.2024 | 0.48% | 83.35 % | 83.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'471 CHF | 417'471 CHF | 98.79% | 98.79% |