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% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'063 CHF | 470'313 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'800 CHF | 475'143 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'189 CHF | 472'439 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'630 CHF | 470'880 CHF | 98.97% | 98.97% |
14.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'310 CHF | 469'560 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'369 CHF | 460'619 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'697 CHF | 474'985 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'792 CHF | 473'042 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'091 CHF | 468'341 CHF | 99.36% | 99.36% |
07.11.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'236 CHF | 463'486 CHF | 98.77% | 98.77% |