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% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'930 CHF | 481'430 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'369 CHF | 478'869 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'068 CHF | 479'568 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'339 CHF | 480'839 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'358 CHF | 482'858 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'828 CHF | 484'328 CHF | 65.05% | 65.05% |
12.11.2024 | 0.51% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'933 CHF | 487'433 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'080 CHF | 486'580 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'926 CHF | 486'426 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'030 CHF | 483'530 CHF | 98.57% | 98.57% |