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% | 78.00 % | 78.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'140 CHF | 393'140 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 78.35 % | 78.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'331 CHF | 395'331 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'399 CHF | 400'399 CHF | 98.95% | 98.95% |
15.11.2024 | 0.49% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'258 CHF | 406'258 CHF | 99.37% | 99.37% |
14.11.2024 | 0.50% | 80.70 % | 81.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'852 CHF | 402'852 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 79.40 % | 79.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'811 CHF | 400'811 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 80.10 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'008 CHF | 406'008 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 81.70 % | 82.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'946 CHF | 412'946 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 81.80 % | 82.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'938 CHF | 410'938 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 82.45 % | 82.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'037 CHF | 416'037 CHF | 98.56% | 98.56% |