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 | 0.53% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'585 CHF | 379'585 CHF | 98.83% | 98.83% |
19.11.2024 | 0.53% | 75.20 % | 75.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'303 CHF | 380'303 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 76.80 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'488 CHF | 385'488 CHF | 99.14% | 99.14% |
15.11.2024 | 0.50% | 78.90 % | 79.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'667 CHF | 400'667 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 81.25 % | 81.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'479 CHF | 406'479 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'585 CHF | 404'585 CHF | 98.96% | 98.96% |
12.11.2024 | 0.48% | 80.75 % | 81.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'570 CHF | 414'570 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'148 CHF | 433'398 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 84.35 % | 84.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'094 CHF | 419'094 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 84.25 % | 84.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'099 CHF | 424'182 CHF | 98.69% | 98.69% |