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% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'015 CHF | 481'515 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'170 CHF | 480'670 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'046 CHF | 483'546 CHF | 98.95% | 98.95% |
15.11.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'476 CHF | 485'976 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'931 CHF | 490'431 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'648 CHF | 492'148 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'687 CHF | 492'187 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'470 CHF | 493'970 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'816 CHF | 492'316 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'249 CHF | 493'749 CHF | 98.56% | 98.56% |