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 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'796 CHF | 454'046 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 90.60 % | 91.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'882 CHF | 453'132 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 91.40 % | 91.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'503 CHF | 459'753 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 91.45 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'861 CHF | 461'111 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'397 CHF | 456'647 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 499'988 | 458'635 CHF | 460'874 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'530 CHF | 470'780 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'152 CHF | 482'652 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'938 CHF | 480'438 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'781 CHF | 487'281 CHF | 99.09% | 99.09% |