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 | 0.50% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'449 CHF | 454'699 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'882 CHF | 458'132 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'606 CHF | 467'856 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 93.00 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'040 CHF | 465'290 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'602 CHF | 456'852 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 89.85 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'784 CHF | 449'034 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'866 CHF | 448'116 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 91.50 % | 91.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'704 CHF | 458'954 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'688 CHF | 461'938 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'494 CHF | 479'975 CHF | 98.80% | 98.80% |