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 | 0.51% | 77.40 % | 77.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'556 CHF | 391'556 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 76.00 % | 76.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'661 CHF | 383'661 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 78.35 % | 78.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'378 CHF | 397'378 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 81.75 % | 82.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'693 CHF | 410'693 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 82.60 % | 83.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'367 CHF | 416'367 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 82.05 % | 82.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'226 CHF | 405'226 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 80.50 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'592 CHF | 410'592 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 82.90 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'744 CHF | 418'744 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'233 CHF | 414'233 CHF | 99.35% | 99.35% |
07.11.2024 | 0.47% | 83.75 % | 84.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'708 CHF | 422'708 CHF | 98.80% | 98.80% |