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 | 0.54% | 91.10 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'965 CHF | 460'465 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.80 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'200 CHF | 458'700 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 92.15 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'726 CHF | 461'226 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 90.90 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'694 CHF | 460'194 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 91.40 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'572 CHF | 456'072 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 90.80 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'923 CHF | 457'423 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 90.45 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'685 CHF | 461'185 CHF | 99.77% | 99.77% |
11.11.2024 | 0.54% | 93.65 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'125 CHF | 465'625 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 92.45 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'351 CHF | 468'851 CHF | 99.55% | 99.55% |
07.11.2024 | 0.53% | 94.45 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'297 CHF | 468'797 CHF | 99.91% | 99.91% |