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 | 0.51% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'687 CHF | 476'099 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'612 CHF | 473'862 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'964 CHF | 470'214 CHF | 99.22% | 99.22% |
15.11.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'592 CHF | 471'842 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'375 CHF | 469'625 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'880 CHF | 466'130 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'429 CHF | 473'689 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'814 CHF | 481'314 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'100 CHF | 479'600 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'777 CHF | 480'277 CHF | 99.08% | 99.08% |