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 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'029 CHF | 470'279 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'684 CHF | 466'934 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'974 CHF | 468'224 CHF | 98.93% | 98.93% |
15.11.2024 | 0.48% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'387 CHF | 469'637 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'042 CHF | 472'292 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'164 CHF | 474'414 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'504 CHF | 479'002 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'306 CHF | 477'806 CHF | 99.37% | 99.37% |
08.11.2024 | 0.53% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'626 CHF | 477'126 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'254 CHF | 473'504 CHF | 98.56% | 98.56% |