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% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'183 CHF | 480'683 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'108 CHF | 479'608 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'876 CHF | 477'376 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 94.65 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'773 CHF | 480'273 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'440 CHF | 485'940 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'868 CHF | 490'368 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'429 CHF | 494'929 CHF | 99.43% | 99.43% |
11.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'882 CHF | 498'382 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'063 CHF | 502'563 CHF | 98.01% | 98.01% |
07.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'815 CHF | 499'315 CHF | 99.91% | 99.91% |