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 | 0.51% | 77.50 % | 77.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'669 CHF | 390'669 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 77.30 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'223 CHF | 385'223 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 77.25 % | 77.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'869 CHF | 386'869 CHF | 98.95% | 98.95% |
15.11.2024 | 0.52% | 77.30 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'995 CHF | 386'995 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 76.35 % | 76.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'942 CHF | 379'927 CHF | 99.38% | 99.38% |
13.11.2024 | 0.47% | 74.85 % | 75.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'977 CHF | 374'747 CHF | 65.04% | 65.04% |
12.11.2024 | 0.53% | 75.10 % | 75.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 376'448 CHF | 378'448 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 76.80 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'296 CHF | 390'296 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 76.25 % | 76.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'829 CHF | 374'670 CHF | 99.27% | 99.27% |
07.11.2024 | 0.51% | 79.05 % | 79.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'443 CHF | 392'443 CHF | 98.56% | 98.56% |