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 | 0.53% | 75.55 % | 75.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'530 CHF | 381'530 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 75.50 % | 75.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'791 CHF | 376'688 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 77.65 % | 78.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'515 CHF | 385'515 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 77.75 % | 78.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'444 CHF | 394'444 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 79.40 % | 79.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'831 CHF | 393'829 CHF | 98.80% | 98.80% |
13.11.2024 | 0.49% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'055 CHF | 462'305 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'294 CHF | 468'544 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'231 CHF | 477'730 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'397 CHF | 476'740 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'265 CHF | 492'765 CHF | 98.75% | 98.75% |