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% | 86.40 % | 86.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'896 CHF | 437'146 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'756 CHF | 436'006 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'013 CHF | 441'263 CHF | 98.90% | 98.90% |
15.11.2024 | 0.50% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'594 CHF | 451'844 CHF | 99.35% | 99.35% |
14.11.2024 | 0.49% | 91.20 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'764 CHF | 459'014 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'740 CHF | 456'990 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'891 CHF | 456'141 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'912 CHF | 458'162 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'248 CHF | 458'498 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 91.45 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'317 CHF | 459'567 CHF | 98.56% | 98.56% |