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% | 76.65 % | 77.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'157 CHF | 394'157 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 78.35 % | 78.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'459 CHF | 390'459 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 78.35 % | 78.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'659 CHF | 396'659 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 80.05 % | 80.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'714 CHF | 405'714 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 79.85 % | 80.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'425 CHF | 394'425 CHF | 99.37% | 99.37% |
13.11.2024 | 0.52% | 76.00 % | 76.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'989 CHF | 378'970 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 75.45 % | 75.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'147 CHF | 388'147 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 79.85 % | 80.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'298 CHF | 401'298 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 78.55 % | 78.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'316 CHF | 397'316 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 81.05 % | 81.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'895 CHF | 407'895 CHF | 98.77% | 98.77% |