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 | 0.47% | 72.65 % | 73.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'015 CHF | 369'765 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 73.55 % | 73.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'584 CHF | 367'334 CHF | 99.38% | 99.38% |
18.11.2024 | 0.47% | 73.35 % | 73.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'455 CHF | 371'209 CHF | 99.38% | 99.38% |
15.11.2024 | 0.51% | 74.70 % | 75.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'164 CHF | 377'093 CHF | 99.38% | 99.38% |
14.11.2024 | 0.47% | 74.60 % | 74.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'638 CHF | 370'388 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 72.30 % | 72.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 359'744 CHF | 361'494 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 72.00 % | 72.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'076 CHF | 366'826 CHF | 99.38% | 99.38% |
11.11.2024 | 0.47% | 74.60 % | 74.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'782 CHF | 374'547 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 73.85 % | 74.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'540 CHF | 372'290 CHF | 99.36% | 99.36% |
07.11.2024 | 0.52% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'149 CHF | 379'126 CHF | 98.80% | 98.80% |