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% | 92.40 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'253 CHF | 468'753 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 93.55 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'093 CHF | 469'593 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 94.05 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'267 CHF | 470'767 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 94.30 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'246 CHF | 477'746 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'738 CHF | 481'238 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'168 CHF | 478'668 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'059 CHF | 484'559 CHF | 98.73% | 98.73% |
11.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'997 CHF | 485'497 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'085 CHF | 483'585 CHF | 99.05% | 99.05% |
07.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'398 CHF | 483'898 CHF | 99.89% | 99.89% |