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% | 66.40 % | 66.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'361 CHF | 336'111 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 67.25 % | 67.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'120 CHF | 335'870 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 68.10 % | 68.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 340'664 CHF | 342'414 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 68.30 % | 68.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'654 CHF | 344'404 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 67.95 % | 68.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 337'558 CHF | 339'308 CHF | 99.15% | 99.15% |
13.11.2024 | 0.51% | 67.65 % | 68.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 338'980 CHF | 340'730 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 68.25 % | 68.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 343'686 CHF | 345'436 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 71.55 % | 71.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'570 CHF | 360'320 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 70.90 % | 71.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 356'903 CHF | 358'653 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 73.10 % | 73.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'308 CHF | 368'058 CHF | 99.08% | 99.08% |