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% | 93.70 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'411 CHF | 465'911 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 92.60 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'938 CHF | 465'438 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 93.80 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'433 CHF | 468'933 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 94.40 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'031 CHF | 477'531 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 96.40 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'700 CHF | 484'200 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'203 CHF | 485'703 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'462 CHF | 491'962 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'214 CHF | 495'714 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'892 CHF | 493'392 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'281 CHF | 492'781 CHF | 99.23% | 99.23% |