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 | 0.50% | 69.15 % | 69.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'161 CHF | 347'911 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 68.65 % | 69.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 341'993 CHF | 343'743 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 68.95 % | 69.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'841 CHF | 344'591 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 68.50 % | 68.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'448 CHF | 348'198 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 70.15 % | 70.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'914 CHF | 352'664 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 70.35 % | 70.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 353'654 CHF | 355'404 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 70.95 % | 71.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 355'467 CHF | 357'217 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 72.10 % | 72.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'971 CHF | 362'721 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 71.70 % | 72.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 360'467 CHF | 362'217 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 72.60 % | 72.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'401 CHF | 367'151 CHF | 98.80% | 98.80% |