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 | 0.31% | 95.60 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'143 CHF | 482'643 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 95.80 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'069 CHF | 479'569 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 95.70 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'662 CHF | 479'162 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'170 CHF | 482'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'693 CHF | 484'193 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 95.40 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'106 CHF | 477'606 CHF | 99.27% | 99.27% |
12.11.2024 | 0.31% | 95.70 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'650 CHF | 482'150 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'085 CHF | 489'585 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 96.90 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'788 CHF | 487'288 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'278 CHF | 493'778 CHF | 99.23% | 99.23% |