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% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'848 CHF | 481'348 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'404 CHF | 476'810 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'930 CHF | 480'430 CHF | 99.20% | 99.20% |
15.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'425 CHF | 484'925 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'661 CHF | 486'161 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'323 CHF | 482'823 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'937 CHF | 486'437 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'666 CHF | 489'166 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'895 CHF | 485'395 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'035 CHF | 486'535 CHF | 99.09% | 99.09% |