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% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'839 CHF | 456'089 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'735 CHF | 452'985 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'722 CHF | 454'972 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'693 CHF | 461'943 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'502 CHF | 461'752 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'784 CHF | 468'034 CHF | 65.05% | 65.05% |
12.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'240 CHF | 472'490 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'039 CHF | 477'478 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'372 CHF | 479'872 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'759 CHF | 487'259 CHF | 98.56% | 98.56% |