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 | 0.49% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'946 CHF | 460'196 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'536 CHF | 453'786 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'820 CHF | 454'070 CHF | 99.21% | 99.21% |
15.11.2024 | 0.48% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'863 CHF | 468'113 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'882 CHF | 484'382 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'771 CHF | 482'271 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'975 CHF | 485'475 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'570 CHF | 484'070 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'900 CHF | 479'400 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'692 CHF | 477'086 CHF | 98.43% | 98.43% |