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% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'441 CHF | 482'941 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'929 CHF | 485'429 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'279 CHF | 483'779 CHF | 99.20% | 99.20% |
15.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'356 CHF | 479'856 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'634 CHF | 481'134 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'619 CHF | 471'869 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'150 CHF | 474'428 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'962 CHF | 488'462 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'087 CHF | 492'587 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'474 CHF | 490'974 CHF | 99.08% | 99.08% |