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% | 41.85 % | 42.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 210'077 CHF | 211'077 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 41.85 % | 42.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 209'615 CHF | 210'615 CHF | 99.38% | 99.38% |
18.11.2024 | 0.47% | 44.60 % | 44.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 223'833 CHF | 224'887 CHF | 98.94% | 98.94% |
15.11.2024 | 0.54% | 45.25 % | 45.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 227'330 CHF | 228'559 CHF | 99.35% | 99.35% |
14.11.2024 | 0.52% | 46.95 % | 47.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 238'937 CHF | 240'187 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 48.70 % | 48.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 246'164 CHF | 247'414 CHF | 65.05% | 65.05% |
12.11.2024 | 0.48% | 50.50 % | 50.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 259'960 CHF | 261'210 CHF | 99.15% | 99.15% |
11.11.2024 | 0.48% | 52.90 % | 53.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 258'650 CHF | 259'900 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 49.95 % | 50.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 241'209 CHF | 242'459 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 46.25 % | 46.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 228'767 CHF | 230'017 CHF | 98.56% | 98.56% |