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 | 0.50% | 69.80 % | 70.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'472 CHF | 352'222 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 69.70 % | 70.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'190 CHF | 347'940 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 71.60 % | 71.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'459 CHF | 355'209 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 71.50 % | 71.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'706 CHF | 362'456 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 73.05 % | 73.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'994 CHF | 362'744 CHF | 99.13% | 99.13% |
13.11.2024 | 0.49% | 79.90 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'250 CHF | 407'250 CHF | 99.10% | 99.10% |
12.11.2024 | 0.48% | 81.65 % | 82.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'526 CHF | 415'526 CHF | 99.17% | 99.17% |
11.11.2024 | 0.53% | 84.95 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'829 CHF | 429'079 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 85.10 % | 85.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'232 CHF | 427'325 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'432 CHF | 454'682 CHF | 99.06% | 99.06% |