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% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'979 CHF | 436'229 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 84.25 % | 84.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'468 CHF | 422'476 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 83.75 % | 84.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'592 CHF | 421'609 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 83.45 % | 83.85 % | 500'000 | 500'000 | 500'000 | 499'989 | 427'669 CHF | 429'846 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 87.35 % | 87.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'575 CHF | 441'825 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'691 CHF | 450'941 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'628 CHF | 459'878 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 87.15 % | 87.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'519 CHF | 438'769 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 84.35 % | 84.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'140 CHF | 429'298 CHF | 99.36% | 99.36% |
07.11.2024 | 0.51% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'693 CHF | 442'943 CHF | 98.79% | 98.79% |