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% | 93.60 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'501 CHF | 472'001 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.10 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'242 CHF | 471'742 CHF | 89.39% | 89.39% |
18.11.2024 | 0.53% | 94.16 % | 94.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'616 CHF | 472'116 CHF | 99.67% | 99.67% |
15.11.2024 | 0.53% | 93.54 % | 94.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'982 CHF | 470'482 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 94.45 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'913 CHF | 470'413 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 92.27 % | 92.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'396 CHF | 461'896 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 91.71 % | 92.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'271 CHF | 464'771 CHF | 98.72% | 98.72% |
11.11.2024 | 0.53% | 92.94 % | 93.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'243 CHF | 469'743 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 93.32 % | 93.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'267 CHF | 470'767 CHF | 99.85% | 99.85% |
07.11.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'950 CHF | 473'450 CHF | 100.00% | 100.00% |