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 | 0.49% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'234 CHF | 464'484 CHF | 99.14% | 99.14% |
19.11.2024 | 0.49% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'418 CHF | 461'668 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'869 CHF | 464'119 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'751 CHF | 473'001 CHF | 98.99% | 98.99% |
14.11.2024 | 0.49% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'177 CHF | 475'483 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'424 CHF | 473'674 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'731 CHF | 478'229 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'706 CHF | 483'206 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'869 CHF | 484'369 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'258 CHF | 486'758 CHF | 98.80% | 98.80% |