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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.46% | 44.15 % | 44.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 218'001 CHF | 219'001 CHF | 99.30% | 99.30% |
20.11.2024 | 0.54% | 46.25 % | 46.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 232'048 CHF | 233'298 CHF | 99.38% | 99.38% |
19.11.2024 | 0.54% | 46.25 % | 46.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 231'704 CHF | 232'954 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 49.15 % | 49.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 246'679 CHF | 247'929 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 49.85 % | 50.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'370 CHF | 251'620 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 51.60 % | 51.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 262'496 CHF | 263'746 CHF | 99.38% | 99.38% |
13.11.2024 | 0.46% | 53.45 % | 53.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 269'868 CHF | 271'121 CHF | 65.05% | 65.05% |
12.11.2024 | 0.53% | 55.25 % | 55.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 284'023 CHF | 285'523 CHF | 99.15% | 99.15% |
11.11.2024 | 0.51% | 57.75 % | 58.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'601 CHF | 284'056 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 54.65 % | 54.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 264'343 CHF | 265'593 CHF | 99.37% | 99.37% |