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 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'787 CHF | 448'037 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 89.10 % | 89.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'761 CHF | 450'011 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'643 CHF | 454'893 CHF | 99.22% | 99.22% |
15.11.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'434 CHF | 458'684 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'812 CHF | 453'062 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'718 CHF | 452'968 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'045 CHF | 455'295 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'442 CHF | 463'692 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'370 CHF | 462'620 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'669 CHF | 470'919 CHF | 99.08% | 99.08% |