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% | 94.00 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'274 CHF | 472'774 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 94.80 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'621 CHF | 477'121 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'281 CHF | 480'781 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'150 CHF | 482'650 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'530 CHF | 492'030 CHF | 99.10% | 99.10% |
13.11.2024 | 0.99% | 99.00 % | 99.30 % | 500'000 | 500'000 | 190'829 | 190'829 | 188'457 CHF | 189'371 CHF | 99.30% | 99.30% |
12.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'095 CHF | 496'595 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'139 CHF | 496'639 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'805 CHF | 494'305 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'368 CHF | 496'868 CHF | 99.23% | 99.23% |