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% | 96.42 % | 96.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'118 CHF | 485'618 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.69 % | 97.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'547 CHF | 485'047 CHF | 89.38% | 89.38% |
18.11.2024 | 0.52% | 96.87 % | 97.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'231 CHF | 485'731 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 96.81 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'719 CHF | 487'219 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.18 % | 97.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'765 CHF | 488'265 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 96.91 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'016 CHF | 487'516 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.38 % | 97.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'433 CHF | 490'933 CHF | 98.74% | 98.74% |
11.11.2024 | 0.51% | 97.96 % | 98.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'170 CHF | 492'670 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.58 % | 98.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'273 CHF | 491'773 CHF | 99.83% | 99.83% |
07.11.2024 | 0.51% | 98.16 % | 98.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'109 CHF | 494'609 CHF | 100.00% | 100.00% |