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% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'244 CHF | 478'744 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'931 CHF | 475'231 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'936 CHF | 476'371 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'592 CHF | 478'012 CHF | 99.35% | 99.35% |
14.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'962 CHF | 480'462 CHF | 99.37% | 99.37% |
13.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'012 CHF | 482'512 CHF | 65.03% | 65.03% |
12.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'740 CHF | 486'240 CHF | 99.14% | 99.14% |
11.11.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'678 CHF | 485'178 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'198 CHF | 484'698 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'884 CHF | 481'384 CHF | 98.56% | 98.56% |