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% | 85.35 % | 85.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'098 CHF | 430'348 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'375 CHF | 432'625 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'773 CHF | 438'023 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 88.50 % | 88.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'821 CHF | 444'071 CHF | 99.35% | 99.35% |
14.11.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'324 CHF | 440'574 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 86.85 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'091 CHF | 438'341 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 87.55 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'059 CHF | 444'309 CHF | 98.86% | 98.86% |
11.11.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'688 CHF | 452'938 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 89.65 % | 90.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'140 CHF | 450'390 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'248 CHF | 456'498 CHF | 98.57% | 98.57% |