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% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'581 CHF | 473'832 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'003 CHF | 471'253 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'245 CHF | 474'535 CHF | 99.20% | 99.20% |
15.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'088 CHF | 478'588 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'954 CHF | 482'454 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'152 CHF | 481'652 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'040 CHF | 484'540 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'070 CHF | 487'570 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'371 CHF | 483'871 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'396 CHF | 483'896 CHF | 99.06% | 99.06% |