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% | 82.70 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'557 CHF | 416'557 CHF | 98.83% | 98.83% |
19.11.2024 | 0.48% | 82.55 % | 82.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'135 CHF | 417'135 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 84.20 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'340 CHF | 422'340 CHF | 99.19% | 99.19% |
15.11.2024 | 0.52% | 85.40 % | 85.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'051 CHF | 432'301 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'715 CHF | 435'965 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'033 CHF | 435'283 CHF | 98.96% | 98.96% |
12.11.2024 | 0.51% | 86.55 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'919 CHF | 441'169 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 90.00 % | 90.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'075 CHF | 453'325 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 89.05 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'342 CHF | 443'592 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 88.85 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'065 CHF | 447'315 CHF | 98.69% | 98.69% |