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% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'757 CHF | 478'241 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'501 CHF | 474'778 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'875 CHF | 475'158 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'702 CHF | 475'044 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'223 CHF | 472'473 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'019 CHF | 469'269 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'696 CHF | 477'157 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'856 CHF | 482'356 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'641 CHF | 481'141 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'228 CHF | 483'728 CHF | 98.56% | 98.56% |