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% | 84.00 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'380 CHF | 423'380 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 84.10 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'034 CHF | 424'069 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'262 CHF | 431'512 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 85.25 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'855 CHF | 431'105 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 86.50 % | 86.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'439 CHF | 432'689 CHF | 99.37% | 99.37% |
13.11.2024 | 0.53% | 85.40 % | 85.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'918 CHF | 429'168 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 85.60 % | 86.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'662 CHF | 431'912 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 86.85 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'858 CHF | 438'108 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 86.90 % | 87.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'492 CHF | 437'742 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'371 CHF | 440'621 CHF | 98.56% | 98.56% |