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 | 0.51% | 78.65 % | 79.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'114 CHF | 396'114 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 79.45 % | 79.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'340 CHF | 399'340 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 81.05 % | 81.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'274 CHF | 409'274 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 81.30 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'594 CHF | 406'594 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 80.15 % | 80.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'717 CHF | 398'717 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 78.40 % | 78.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'048 CHF | 392'048 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 77.30 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'568 CHF | 391'568 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 80.00 % | 80.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'557 CHF | 401'557 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 79.05 % | 79.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'444 CHF | 404'444 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'335 CHF | 425'461 CHF | 98.80% | 98.80% |