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% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'398 CHF | 476'845 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'046 CHF | 473'296 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'146 CHF | 474'396 CHF | 98.93% | 98.93% |
15.11.2024 | 0.50% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'795 CHF | 476'193 CHF | 99.34% | 99.34% |
14.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'138 CHF | 478'638 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'266 CHF | 480'766 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'184 CHF | 484'684 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'075 CHF | 483'575 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'619 CHF | 483'119 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'242 CHF | 479'742 CHF | 98.57% | 98.57% |