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 | 0.53% | 75.60 % | 76.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'489 CHF | 380'489 CHF | 99.17% | 99.17% |
19.11.2024 | 0.53% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'961 CHF | 380'961 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 76.65 % | 77.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'753 CHF | 384'753 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 77.60 % | 78.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'461 CHF | 392'461 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 79.00 % | 79.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'844 CHF | 395'844 CHF | 99.13% | 99.13% |
13.11.2024 | 0.51% | 78.40 % | 78.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'680 CHF | 394'680 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 78.75 % | 79.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'916 CHF | 400'916 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 81.85 % | 82.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'694 CHF | 411'694 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'657 CHF | 403'657 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 80.70 % | 81.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'811 CHF | 406'811 CHF | 99.06% | 99.06% |