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% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'896 CHF | 478'388 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'377 CHF | 473'632 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'856 CHF | 474'153 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'794 CHF | 482'271 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'127 CHF | 493'627 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'919 CHF | 492'419 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'226 CHF | 494'726 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'606 CHF | 494'106 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'143 CHF | 490'643 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'125 CHF | 488'625 CHF | 98.43% | 98.43% |