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% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'566 CHF | 459'816 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'778 CHF | 456'028 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'167 CHF | 456'417 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 90.85 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'896 CHF | 459'146 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'518 CHF | 460'768 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 90.55 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'311 CHF | 454'561 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'430 CHF | 458'680 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'576 CHF | 465'826 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'548 CHF | 464'798 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'837 CHF | 472'087 CHF | 99.06% | 99.06% |