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% | 95.59 % | 96.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'375 CHF | 480'875 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.07 % | 96.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'175 CHF | 482'675 CHF | 89.36% | 89.36% |
18.11.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'191 CHF | 488'691 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 97.14 % | 97.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'730 CHF | 487'230 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 96.42 % | 96.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'318 CHF | 481'818 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'293 CHF | 476'793 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 94.33 % | 94.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'562 CHF | 476'062 CHF | 98.71% | 98.71% |
11.11.2024 | 0.52% | 96.14 % | 96.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'432 CHF | 482'932 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'086 CHF | 484'586 CHF | 99.83% | 99.83% |
07.11.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'576 CHF | 496'076 CHF | 100.00% | 100.00% |