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% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'275 CHF | 477'771 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'835 CHF | 471'091 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'297 CHF | 475'654 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'744 CHF | 476'120 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'521 CHF | 472'771 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'883 CHF | 465'133 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'694 CHF | 470'944 CHF | 99.15% | 99.15% |
11.11.2024 | 0.48% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'727 CHF | 472'977 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'174 CHF | 470'424 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'532 CHF | 472'782 CHF | 98.56% | 98.56% |