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% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'285 CHF | 483'785 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'428 CHF | 480'928 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'102 CHF | 483'602 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'123 CHF | 485'623 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'225 CHF | 487'725 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'325 CHF | 485'825 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'604 CHF | 489'104 CHF | 99.90% | 99.90% |
11.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'277 CHF | 493'777 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'685 CHF | 490'185 CHF | 98.67% | 98.67% |
07.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'767 CHF | 491'267 CHF | 99.91% | 99.91% |