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% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'247 CHF | 483'747 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'570 CHF | 481'070 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'959 CHF | 481'459 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'836 CHF | 481'336 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'749 CHF | 479'249 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'199 CHF | 476'611 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'530 CHF | 483'030 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'710 CHF | 487'210 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'741 CHF | 486'241 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'803 CHF | 488'303 CHF | 98.57% | 98.57% |