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 | 0.53% | 93.81 % | 94.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'251 CHF | 474'751 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 93.45 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'138 CHF | 470'638 CHF | 89.40% | 89.40% |
18.11.2024 | 0.52% | 96.18 % | 96.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'565 CHF | 483'065 CHF | 99.67% | 99.67% |
15.11.2024 | 0.52% | 95.78 % | 96.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'128 CHF | 486'628 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.96 % | 98.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'691 CHF | 491'191 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.39 % | 97.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'828 CHF | 490'328 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.82 % | 98.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'590 CHF | 494'090 CHF | 98.72% | 98.72% |
11.11.2024 | 0.50% | 99.46 % | 99.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'250 CHF | 501'750 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.58 % | 100.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'984 CHF | 502'484 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'930 CHF | 505'430 CHF | 100.00% | 100.00% |