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 | 0.48% | 72.60 % | 72.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 364'276 CHF | 366'026 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 73.00 % | 73.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'420 CHF | 368'170 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 74.15 % | 74.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'338 CHF | 373'131 CHF | 98.94% | 98.94% |
15.11.2024 | 0.53% | 75.50 % | 75.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'852 CHF | 378'848 CHF | 99.35% | 99.35% |
14.11.2024 | 0.51% | 75.25 % | 75.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'610 CHF | 375'510 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 74.00 % | 74.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'751 CHF | 373'501 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 74.70 % | 75.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'817 CHF | 378'792 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 76.25 % | 76.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'474 CHF | 385'474 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 76.35 % | 76.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'616 CHF | 383'616 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 77.00 % | 77.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'543 CHF | 388'543 CHF | 98.56% | 98.56% |