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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.52% | 77.30 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'023 CHF | 385'023 CHF | 99.17% | 99.17% |
20.11.2024 | 0.52% | 76.10 % | 76.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 380'906 CHF | 382'906 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 75.90 % | 76.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'598 CHF | 383'598 CHF | 99.05% | 99.05% |
18.11.2024 | 0.52% | 77.55 % | 77.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'072 CHF | 389'072 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 78.85 % | 79.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'731 CHF | 399'731 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 80.80 % | 81.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'271 CHF | 404'271 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 79.90 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'592 CHF | 402'592 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 80.30 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'312 CHF | 410'312 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 84.30 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'965 CHF | 424'037 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'662 CHF | 413'662 CHF | 99.17% | 99.17% |