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% | 78.90 % | 79.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'532 CHF | 402'532 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 79.65 % | 80.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'885 CHF | 398'885 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 80.25 % | 80.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'249 CHF | 402'249 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 81.25 % | 81.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'592 CHF | 414'592 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 84.05 % | 84.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'504 CHF | 418'504 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 82.40 % | 82.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'827 CHF | 415'827 CHF | 99.38% | 99.38% |
12.11.2024 | 0.47% | 83.50 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'193 CHF | 422'193 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 85.10 % | 85.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'888 CHF | 430'137 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 85.10 % | 85.55 % | 500'000 | 500'000 | 499'939 | 500'000 | 429'578 CHF | 431'880 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 86.75 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'540 CHF | 434'786 CHF | 98.77% | 98.77% |