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% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'177 CHF | 484'677 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'949 CHF | 485'449 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'165 CHF | 483'665 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'793 CHF | 483'293 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'294 CHF | 484'794 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'676 CHF | 482'176 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'079 CHF | 493'579 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'961 CHF | 496'461 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'013 CHF | 494'513 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'904 CHF | 495'404 CHF | 98.56% | 98.56% |