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% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'412 CHF | 467'662 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'976 CHF | 463'226 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'646 CHF | 465'896 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'825 CHF | 465'075 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'885 CHF | 470'135 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'255 CHF | 469'505 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'547 CHF | 474'818 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'869 CHF | 479'369 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'988 CHF | 474'241 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 499'999 | 471'665 CHF | 473'914 CHF | 99.08% | 99.08% |