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 | 0.49% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'225 CHF | 475'561 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'981 CHF | 474'268 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'067 CHF | 475'384 CHF | 99.21% | 99.21% |
15.11.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'276 CHF | 479'776 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'684 CHF | 481'184 CHF | 99.15% | 99.15% |
13.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'394 CHF | 481'894 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'125 CHF | 486'625 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'839 CHF | 489'339 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'037 CHF | 488'537 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'542 CHF | 491'042 CHF | 99.07% | 99.07% |