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 | 0.53% | 94.48 % | 94.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'548 CHF | 477'048 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.57 % | 96.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'157 CHF | 478'657 CHF | 89.36% | 89.36% |
18.11.2024 | 0.52% | 95.59 % | 96.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'593 CHF | 479'093 CHF | 99.67% | 99.67% |
15.11.2024 | 0.53% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'480 CHF | 476'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 96.03 % | 96.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'263 CHF | 476'763 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 93.37 % | 93.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'445 CHF | 466'945 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 92.70 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'998 CHF | 469'498 CHF | 98.72% | 98.72% |
11.11.2024 | 0.53% | 94.09 % | 94.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'256 CHF | 475'756 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 94.61 % | 95.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'260 CHF | 477'760 CHF | 99.83% | 99.83% |
07.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'273 CHF | 482'773 CHF | 100.00% | 100.00% |