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 | 0.49% | 94.15 % | 94.60 % | 500'000 | 500'000 | 499'885 | 500'000 | 473'673 CHF | 476'121 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'821 CHF | 478'321 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'737 CHF | 482'237 CHF | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'366 CHF | 478'866 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'004 CHF | 478'491 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'329 CHF | 474'579 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'008 CHF | 478'508 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'492 CHF | 478'980 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'784 CHF | 473'040 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'855 CHF | 479'355 CHF | 98.77% | 98.77% |