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% | 85.55 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'058 CHF | 433'308 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'577 CHF | 431'827 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'694 CHF | 455'944 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'871 CHF | 475'272 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'055 CHF | 484'555 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'561 CHF | 482'061 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'571 CHF | 480'029 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'636 CHF | 482'136 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'887 CHF | 481'387 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'910 CHF | 482'410 CHF | 98.56% | 98.56% |