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% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'959 CHF | 478'429 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'296 CHF | 476'699 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'440 CHF | 480'940 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'290 CHF | 475'625 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'974 CHF | 473'246 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 499'979 | 468'216 CHF | 470'446 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'888 CHF | 468'138 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'678 CHF | 468'928 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'783 CHF | 463'033 CHF | 99.36% | 99.36% |
07.11.2024 | 0.48% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'858 CHF | 472'108 CHF | 98.80% | 98.80% |