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% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'767 CHF | 485'267 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'868 CHF | 486'368 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'708 CHF | 484'208 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'159 CHF | 483'659 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'204 CHF | 485'704 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'806 CHF | 482'306 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'306 CHF | 497'806 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'298 CHF | 501'798 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'538 CHF | 499'038 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'932 CHF | 500'432 CHF | 98.57% | 98.57% |