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% | 70.45 % | 70.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 354'986 CHF | 356'736 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 71.60 % | 71.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'570 CHF | 359'320 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 72.15 % | 72.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 359'474 CHF | 361'224 CHF | 98.90% | 98.90% |
15.11.2024 | 0.48% | 72.35 % | 72.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 363'047 CHF | 364'797 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 73.25 % | 73.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 367'051 CHF | 368'801 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 73.55 % | 73.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'951 CHF | 362'701 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 72.65 % | 73.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'295 CHF | 371'045 CHF | 99.16% | 99.16% |
11.11.2024 | 0.47% | 74.70 % | 75.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'613 CHF | 371'363 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 73.50 % | 73.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'537 CHF | 371'287 CHF | 99.37% | 99.37% |
07.11.2024 | 0.53% | 75.05 % | 75.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'477 CHF | 378'477 CHF | 98.56% | 98.56% |