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 | 0.49% | 81.20 % | 81.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'570 CHF | 409'570 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 81.85 % | 82.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'362 CHF | 410'362 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 83.10 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'705 CHF | 418'705 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'297 CHF | 423'316 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 85.05 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'651 CHF | 422'657 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 83.55 % | 83.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'315 CHF | 417'315 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 82.90 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'064 CHF | 417'064 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'327 CHF | 425'442 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 84.50 % | 84.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'000 CHF | 422'004 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 85.25 % | 85.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'535 CHF | 428'762 CHF | 98.56% | 98.56% |