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% | 85.90 % | 86.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'118 CHF | 434'368 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'703 CHF | 436'953 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 87.50 % | 87.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'356 CHF | 438'606 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 87.70 % | 88.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'573 CHF | 441'823 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 88.50 % | 88.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'158 CHF | 445'408 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'768 CHF | 440'018 CHF | 65.00% | 65.00% |
12.11.2024 | 0.50% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'516 CHF | 448'766 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 90.10 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'753 CHF | 449'003 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'516 CHF | 448'766 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'118 CHF | 455'368 CHF | 98.57% | 98.57% |