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% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'359 CHF | 481'859 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'193 CHF | 479'692 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'225 CHF | 483'725 CHF | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'937 CHF | 478'437 CHF | 99.37% | 99.37% |
14.11.2024 | 0.49% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'560 CHF | 475'904 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'396 CHF | 472'650 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'048 CHF | 470'298 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'122 CHF | 471'372 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'227 CHF | 465'477 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 93.10 % | 93.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'900 CHF | 475'296 CHF | 98.80% | 98.80% |