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 | 0.48% | 82.60 % | 83.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'050 CHF | 416'050 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 82.35 % | 82.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'690 CHF | 410'690 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 82.30 % | 82.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'288 CHF | 412'288 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 82.35 % | 82.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'341 CHF | 412'341 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 81.45 % | 81.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'494 CHF | 405'494 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'410 CHF | 400'410 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 80.25 % | 80.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'187 CHF | 404'187 CHF | 99.14% | 99.14% |
11.11.2024 | 0.48% | 81.90 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'774 CHF | 415'774 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 81.30 % | 81.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'859 CHF | 399'859 CHF | 99.30% | 99.30% |
07.11.2024 | 0.48% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'835 CHF | 413'835 CHF | 98.56% | 98.56% |