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 | 0.53% | 84.90 % | 85.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'187 CHF | 429'436 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'644 CHF | 431'894 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'732 CHF | 431'982 CHF | 99.20% | 99.20% |
15.11.2024 | 0.53% | 85.35 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'975 CHF | 429'225 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 86.75 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'670 CHF | 428'839 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 83.55 % | 83.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'418 CHF | 416'418 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 82.70 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'685 CHF | 419'685 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 84.40 % | 84.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'377 CHF | 427'580 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 85.00 % | 85.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'020 CHF | 430'270 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'388 CHF | 436'638 CHF | 98.43% | 98.43% |