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% | 94.65 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'955 CHF | 477'455 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'023 CHF | 476'523 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'501 CHF | 481'001 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'148 CHF | 481'648 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'609 CHF | 482'109 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'531 CHF | 480'031 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'350 CHF | 482'850 CHF | 99.92% | 99.92% |
11.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'312 CHF | 484'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'518 CHF | 487'018 CHF | 99.16% | 99.16% |
07.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'390 CHF | 486'890 CHF | 99.90% | 99.90% |