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 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'269 CHF | 485'818 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'670 CHF | 482'220 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'343 CHF | 480'893 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'539 CHF | 482'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'543 CHF | 482'093 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.10 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'875 CHF | 471'431 CHF | 99.27% | 99.27% |
12.11.2024 | 0.33% | 94.30 % | 94.61 % | 500'000 | 500'000 | 500'000 | 499'980 | 472'635 CHF | 474'166 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'401 CHF | 482'951 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'431 CHF | 479'981 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'308 CHF | 484'858 CHF | 99.23% | 99.23% |