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 | 0.51% | 77.65 % | 78.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'906 CHF | 391'906 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 77.60 % | 78.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'387 CHF | 387'387 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 79.65 % | 80.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'415 CHF | 395'415 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'412 CHF | 403'412 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 81.20 % | 81.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'311 CHF | 403'311 CHF | 98.80% | 98.80% |
13.11.2024 | 0.50% | 89.50 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'455 CHF | 453'705 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'217 CHF | 461'467 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'665 CHF | 471'915 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'766 CHF | 471'066 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'969 CHF | 490'469 CHF | 98.75% | 98.75% |