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 | 0.51% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'799 CHF | 439'049 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'403 CHF | 434'653 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 86.80 % | 87.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'618 CHF | 434'868 CHF | 99.21% | 99.21% |
15.11.2024 | 0.51% | 86.70 % | 87.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'357 CHF | 438'607 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'198 CHF | 440'448 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 86.25 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'734 CHF | 432'984 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'845 CHF | 438'095 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 88.85 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'958 CHF | 447'208 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 88.40 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'414 CHF | 445'664 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 89.85 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'977 CHF | 454'227 CHF | 98.43% | 98.43% |