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 | 0.49% | 81.30 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'477 CHF | 411'477 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 82.55 % | 82.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'150 CHF | 411'150 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 83.60 % | 84.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'220 CHF | 421'234 CHF | 99.22% | 99.22% |
15.11.2024 | 0.48% | 84.30 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'132 CHF | 425'175 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 83.80 % | 84.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'805 CHF | 417'805 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'596 CHF | 419'596 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 84.25 % | 84.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'101 CHF | 427'270 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 88.65 % | 89.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'894 CHF | 446'144 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'993 CHF | 443'243 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'824 CHF | 455'074 CHF | 99.08% | 99.08% |