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% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'071 CHF | 462'321 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'110 CHF | 465'360 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'560 CHF | 473'830 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'126 CHF | 471'376 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'718 CHF | 463'968 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.35 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'624 CHF | 456'874 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 90.10 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'741 CHF | 455'991 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'121 CHF | 465'371 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'721 CHF | 467'971 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'548 CHF | 484'048 CHF | 98.80% | 98.80% |