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% | 89.30 % | 89.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'945 CHF | 444'195 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'622 CHF | 444'872 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 89.50 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'626 CHF | 447'876 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 90.70 % | 91.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'108 CHF | 462'358 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'680 CHF | 472'930 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'804 CHF | 475'070 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'716 CHF | 484'216 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'269 CHF | 488'769 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'139 CHF | 485'639 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'646 CHF | 485'146 CHF | 99.08% | 99.08% |