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 | 0.35% | 85.60 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'505 CHF | 431'005 CHF | 99.36% | 99.36% |
19.11.2024 | 0.35% | 86.10 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'615 CHF | 431'115 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 88.90 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'431 CHF | 446'931 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 90.40 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'326 CHF | 451'826 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 91.40 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'560 CHF | 462'060 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 93.10 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'413 CHF | 469'913 CHF | 99.30% | 99.30% |
12.11.2024 | 0.31% | 95.00 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'082 CHF | 481'582 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.20 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'386 CHF | 476'886 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 93.80 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'834 CHF | 466'334 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 91.30 % | 91.60 % | 500'000 | 500'000 | 499'737 | 499'737 | 456'436 CHF | 457'937 CHF | 99.07% | 99.07% |