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% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'534 CHF | 479'034 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'412 CHF | 475'724 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'221 CHF | 477'675 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'051 CHF | 484'551 CHF | 99.36% | 99.36% |
14.11.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'812 CHF | 484'312 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'824 CHF | 490'324 CHF | 65.05% | 65.05% |
12.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'022 CHF | 494'522 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'588 CHF | 499'088 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'923 CHF | 501'423 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'679 CHF | 508'179 CHF | 98.56% | 98.56% |