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% | 85.70 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'582 CHF | 433'832 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'230 CHF | 432'480 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 85.60 % | 86.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'244 CHF | 439'494 CHF | 98.87% | 98.87% |
15.11.2024 | 0.50% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'595 CHF | 451'845 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 91.35 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'661 CHF | 459'911 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'349 CHF | 457'599 CHF | 65.05% | 65.05% |
12.11.2024 | 0.49% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'461 CHF | 456'711 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'648 CHF | 458'898 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'011 CHF | 459'261 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'188 CHF | 460'438 CHF | 98.56% | 98.56% |