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 | 0.51% | 89.50 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'062 CHF | 446'312 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 88.60 % | 89.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'641 CHF | 446'891 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 89.70 % | 90.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'964 CHF | 449'214 CHF | 99.21% | 99.21% |
15.11.2024 | 0.49% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'549 CHF | 460'799 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'721 CHF | 469'971 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'742 CHF | 471'992 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'722 CHF | 481'222 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'153 CHF | 484'653 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'577 CHF | 482'077 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'004 CHF | 481'504 CHF | 99.09% | 99.09% |