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% | 78.75 % | 79.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'330 CHF | 398'330 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 79.85 % | 80.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'038 CHF | 401'038 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 80.40 % | 80.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'812 CHF | 402'812 CHF | 98.95% | 98.95% |
15.11.2024 | 0.49% | 80.60 % | 81.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'282 CHF | 406'282 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 81.45 % | 81.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'195 CHF | 410'195 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 81.80 % | 82.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'344 CHF | 404'344 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'571 CHF | 412'571 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 82.90 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'805 CHF | 412'805 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 81.75 % | 82.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'726 CHF | 412'726 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'515 CHF | 419'515 CHF | 98.56% | 98.56% |