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% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'181 CHF | 478'681 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'575 CHF | 480'075 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'618 CHF | 483'118 CHF | 99.22% | 99.22% |
15.11.2024 | 0.52% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'105 CHF | 486'605 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'780 CHF | 481'280 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'330 CHF | 481'830 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'930 CHF | 483'430 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'559 CHF | 488'059 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'226 CHF | 487'726 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'776 CHF | 492'276 CHF | 99.08% | 99.08% |