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% | 92.30 % | 92.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'192 CHF | 464'442 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 93.10 % | 93.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'745 CHF | 467'998 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'596 CHF | 476'998 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'113 CHF | 474'403 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'201 CHF | 466'451 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.80 % | 92.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'998 CHF | 459'248 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 90.60 % | 91.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'205 CHF | 458'455 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'226 CHF | 468'476 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'967 CHF | 471'230 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'654 CHF | 489'154 CHF | 98.80% | 98.80% |