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% | 73.45 % | 73.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'752 CHF | 370'502 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 73.35 % | 73.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 364'280 CHF | 366'030 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 75.35 % | 75.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'159 CHF | 373'928 CHF | 99.22% | 99.22% |
15.11.2024 | 0.52% | 75.35 % | 75.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'020 CHF | 382'020 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 76.95 % | 77.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'236 CHF | 382'227 CHF | 99.12% | 99.12% |
13.11.2024 | 0.50% | 88.30 % | 88.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'784 CHF | 448'034 CHF | 99.17% | 99.17% |
12.11.2024 | - | 91.80 % | 92.25 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 0.48% | 92.35 % | 92.80 % | 500'000 | 500'000 | 499'994 | 500'000 | 463'334 CHF | 465'590 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'335 CHF | 464'592 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'442 CHF | 482'941 CHF | 99.08% | 99.08% |