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 | 0.51% | 49.50 % | 49.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 244'857 CHF | 246'107 CHF | 99.30% | 99.30% |
20.11.2024 | 0.48% | 51.65 % | 51.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 259'240 CHF | 260'490 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 51.70 % | 51.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 259'038 CHF | 260'288 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 54.70 % | 54.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 274'501 CHF | 275'875 CHF | 98.90% | 98.90% |
15.11.2024 | 0.54% | 55.40 % | 55.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 278'143 CHF | 279'641 CHF | 99.35% | 99.35% |
14.11.2024 | 0.52% | 57.20 % | 57.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 290'519 CHF | 292'019 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 59.05 % | 59.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 297'922 CHF | 299'422 CHF | 65.05% | 65.05% |
12.11.2024 | 0.48% | 60.90 % | 61.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 312'275 CHF | 313'775 CHF | 99.15% | 99.15% |
11.11.2024 | 0.48% | 63.40 % | 63.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 310'781 CHF | 312'281 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 60.25 % | 60.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 292'212 CHF | 293'712 CHF | 99.37% | 99.37% |