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 | 0.49% | 80.80 % | 81.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'663 CHF | 407'663 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 79.90 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'422 CHF | 402'422 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'225 CHF | 412'225 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 83.95 % | 84.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'603 CHF | 421'603 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'702 CHF | 425'781 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 84.15 % | 84.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'933 CHF | 417'933 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 83.10 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'700 CHF | 421'700 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 84.80 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'533 CHF | 427'751 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 85.05 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'614 CHF | 424'682 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 85.50 % | 85.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'924 CHF | 431'174 CHF | 98.80% | 98.80% |