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% | 42.50 % | 42.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 213'314 CHF | 214'314 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 42.50 % | 42.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 212'916 CHF | 213'916 CHF | 99.37% | 99.37% |
18.11.2024 | 0.55% | 45.15 % | 45.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 226'510 CHF | 227'757 CHF | 98.94% | 98.94% |
15.11.2024 | 0.54% | 45.80 % | 46.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 229'967 CHF | 231'217 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 47.40 % | 47.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 241'173 CHF | 242'423 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 49.15 % | 49.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 248'127 CHF | 249'377 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 50.85 % | 51.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 261'389 CHF | 262'639 CHF | 99.16% | 99.16% |
11.11.2024 | 0.48% | 53.20 % | 53.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 260'144 CHF | 261'394 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 50.30 % | 50.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 243'310 CHF | 244'560 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 46.75 % | 47.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 231'329 CHF | 232'579 CHF | 98.57% | 98.57% |