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% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'336 CHF | 477'813 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'316 CHF | 475'636 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'206 CHF | 472'456 CHF | 99.22% | 99.22% |
15.11.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'323 CHF | 473'573 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'110 CHF | 471'360 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'728 CHF | 467'978 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'392 CHF | 475'760 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'511 CHF | 483'011 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'004 CHF | 481'504 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'571 CHF | 482'071 CHF | 99.08% | 99.08% |