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 | 0.47% | 52.75 % | 53.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 265'411 CHF | 266'661 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 52.55 % | 52.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 262'889 CHF | 264'139 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 52.05 % | 52.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 259'057 CHF | 260'307 CHF | 98.89% | 98.89% |
15.11.2024 | 0.48% | 52.30 % | 52.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 261'090 CHF | 262'340 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 51.15 % | 51.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 249'845 CHF | 251'095 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 48.10 % | 48.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 242'302 CHF | 243'552 CHF | 99.38% | 99.38% |
12.11.2024 | 0.53% | 45.30 % | 45.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 226'106 CHF | 227'318 CHF | 99.38% | 99.38% |
11.11.2024 | 0.53% | 46.25 % | 46.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 234'646 CHF | 235'896 CHF | 99.37% | 99.37% |
08.11.2024 | 0.53% | 46.75 % | 47.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 237'372 CHF | 238'622 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 49.80 % | 50.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'997 CHF | 252'247 CHF | 98.77% | 98.77% |