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% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'063 CHF | 481'563 CHF | 99.37% | 99.37% |
19.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'895 CHF | 480'395 CHF | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'252 CHF | 484'752 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'669 CHF | 487'169 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 499'979 | 500'000 | 485'279 CHF | 487'799 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'054 CHF | 485'554 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'797 CHF | 491'297 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'649 CHF | 494'149 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'394 CHF | 490'894 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'943 CHF | 489'443 CHF | 98.57% | 98.57% |