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 | 0.48% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'090 CHF | 469'340 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'746 CHF | 467'996 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'087 CHF | 472'357 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'857 CHF | 480'357 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'411 CHF | 484'911 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'024 CHF | 483'524 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'327 CHF | 482'827 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'547 CHF | 484'047 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'604 CHF | 484'104 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'392 CHF | 484'892 CHF | 98.56% | 98.56% |