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% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'566 CHF | 463'816 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'115 CHF | 462'365 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'751 CHF | 467'001 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'965 CHF | 475'287 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'688 CHF | 480'188 CHF | 99.37% | 99.37% |
13.11.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'158 CHF | 478'658 CHF | 65.05% | 65.05% |
12.11.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'656 CHF | 478'114 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'940 CHF | 479'440 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'015 CHF | 479'515 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'801 CHF | 480'301 CHF | 98.57% | 98.57% |