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 | 0.50% | 80.05 % | 80.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'008 CHF | 403'008 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'774 CHF | 406'774 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 82.75 % | 83.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'987 CHF | 417'987 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 83.05 % | 83.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'061 CHF | 415'061 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 81.75 % | 82.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'066 CHF | 406'066 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 79.75 % | 80.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'399 CHF | 398'399 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 78.50 % | 78.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'845 CHF | 397'845 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'162 CHF | 409'162 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 80.45 % | 80.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'247 CHF | 412'247 CHF | 99.34% | 99.34% |
07.11.2024 | 0.52% | 87.20 % | 87.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'702 CHF | 436'952 CHF | 98.80% | 98.80% |