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% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'566 CHF | 464'816 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'993 CHF | 463'243 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'007 CHF | 466'257 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'632 CHF | 470'882 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'823 CHF | 465'073 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'630 CHF | 456'880 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'742 CHF | 461'992 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'335 CHF | 468'585 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'452 CHF | 466'702 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'739 CHF | 471'989 CHF | 98.77% | 98.77% |