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% | 68.40 % | 68.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'714 CHF | 348'464 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 69.35 % | 69.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 344'581 CHF | 346'331 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 69.20 % | 69.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 348'407 CHF | 350'157 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 70.45 % | 70.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'827 CHF | 355'577 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 70.30 % | 70.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 347'555 CHF | 349'305 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 68.25 % | 68.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 339'229 CHF | 340'979 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 67.90 % | 68.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 344'310 CHF | 346'060 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 70.35 % | 70.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 351'613 CHF | 353'363 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 69.65 % | 70.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 349'603 CHF | 351'353 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 71.20 % | 71.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 356'203 CHF | 357'953 CHF | 98.80% | 98.80% |