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 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'309 CHF | 481'809 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'826 CHF | 483'326 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'704 CHF | 487'204 CHF | 99.21% | 99.21% |
15.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'744 CHF | 491'244 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'900 CHF | 482'400 CHF | 99.14% | 99.14% |
13.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'787 CHF | 482'287 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'252 CHF | 483'752 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'913 CHF | 490'413 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'947 CHF | 487'447 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'695 CHF | 494'195 CHF | 99.07% | 99.07% |