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 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'977 CHF | 466'227 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'643 CHF | 462'893 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'860 CHF | 464'110 CHF | 98.95% | 98.95% |
15.11.2024 | 0.48% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'334 CHF | 465'584 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'852 CHF | 468'102 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'920 CHF | 470'170 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'161 CHF | 474'411 CHF | 99.16% | 99.16% |
11.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'020 CHF | 473'270 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'371 CHF | 472'621 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'973 CHF | 469'223 CHF | 98.56% | 98.56% |