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 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'056 CHF | 467'306 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'397 CHF | 461'647 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'847 CHF | 466'097 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'943 CHF | 474'275 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'170 CHF | 473'466 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'012 CHF | 480'512 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'274 CHF | 484'774 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'846 CHF | 489'346 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'913 CHF | 491'413 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 499'939 | 494'310 CHF | 496'750 CHF | 98.56% | 98.56% |