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% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'487 CHF | 483'987 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'983 CHF | 481'483 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'339 CHF | 482'839 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'929 CHF | 484'429 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'555 CHF | 483'055 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 499'949 | 478'191 CHF | 480'642 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'241 CHF | 484'741 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'914 CHF | 484'414 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'518 CHF | 484'018 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'848 CHF | 484'348 CHF | 98.57% | 98.57% |