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% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'563 CHF | 477'016 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'475 CHF | 476'868 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'940 CHF | 478'440 CHF | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'566 CHF | 481'066 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'220 CHF | 478'720 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'745 CHF | 479'245 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'005 CHF | 479'505 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'421 CHF | 480'921 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'554 CHF | 480'054 CHF | 99.36% | 99.36% |
07.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'472 CHF | 479'972 CHF | 98.80% | 98.80% |