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 | 0.48% | 81.65 % | 82.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'954 CHF | 415'954 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 83.20 % | 83.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'693 CHF | 413'693 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 84.10 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'361 CHF | 426'452 CHF | 99.21% | 99.21% |
15.11.2024 | 0.52% | 86.55 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'763 CHF | 437'013 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'785 CHF | 427'945 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 83.75 % | 84.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'960 CHF | 423'001 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 83.75 % | 84.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'193 CHF | 428'402 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 87.90 % | 88.35 % | 500'000 | 500'000 | 500'000 | 499'994 | 445'825 CHF | 448'070 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'840 CHF | 449'090 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'880 CHF | 470'130 CHF | 99.08% | 99.08% |