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% | 82.65 % | 83.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'764 CHF | 417'764 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 83.60 % | 84.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'440 CHF | 417'440 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 84.45 % | 84.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'771 CHF | 424'813 CHF | 99.21% | 99.21% |
15.11.2024 | 0.52% | 84.80 % | 85.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'370 CHF | 427'601 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 84.45 % | 84.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'032 CHF | 422'032 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 84.20 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'855 CHF | 423'889 CHF | 99.17% | 99.17% |
12.11.2024 | 0.53% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'304 CHF | 429'554 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 88.40 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'046 CHF | 445'296 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 87.85 % | 88.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'350 CHF | 443'600 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'643 CHF | 452'893 CHF | 99.08% | 99.08% |