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 | 0.54% | 90.50 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'082 CHF | 461'582 CHF | 99.84% | 99.84% |
19.11.2024 | 0.55% | 90.78 % | 91.28 % | 500'000 | 500'000 | 499'996 | 500'000 | 456'781 CHF | 459'285 CHF | 89.35% | 89.35% |
18.11.2024 | 0.52% | 95.62 % | 96.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'475 CHF | 478'975 CHF | 98.35% | 98.35% |
15.11.2024 | 0.53% | 93.18 % | 93.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'285 CHF | 476'785 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.84 % | 97.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'891 CHF | 484'391 CHF | 99.71% | 99.71% |
13.11.2024 | 0.53% | 94.45 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'595 CHF | 476'095 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'280 CHF | 482'780 CHF | 98.73% | 98.73% |
11.11.2024 | 0.51% | 97.98 % | 98.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'603 CHF | 495'103 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.88 % | 98.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'822 CHF | 494'322 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 98.67 % | 99.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'422 CHF | 496'922 CHF | 99.70% | 99.70% |