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% | 89.75 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'965 CHF | 452'215 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'260 CHF | 451'510 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'508 CHF | 453'758 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'757 CHF | 457'007 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 90.85 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'093 CHF | 454'343 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'402 CHF | 454'652 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 90.60 % | 91.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'127 CHF | 455'377 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'997 CHF | 457'247 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'693 CHF | 455'943 CHF | 99.36% | 99.36% |
07.11.2024 | 0.49% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'899 CHF | 456'149 CHF | 98.80% | 98.80% |