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% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'815 CHF | 483'315 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'582 CHF | 479'082 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'925 CHF | 479'425 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'092 CHF | 481'592 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'739 CHF | 484'239 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'530 CHF | 486'030 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'624 CHF | 489'124 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'794 CHF | 488'294 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'956 CHF | 487'456 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'779 CHF | 484'279 CHF | 98.56% | 98.56% |