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% | 87.25 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'082 CHF | 443'332 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 87.85 % | 88.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'103 CHF | 440'353 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'712 CHF | 442'962 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 89.00 % | 89.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'880 CHF | 452'130 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'799 CHF | 455'049 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 89.90 % | 90.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'956 CHF | 453'206 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 90.70 % | 91.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'651 CHF | 457'901 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'257 CHF | 463'507 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'488 CHF | 464'738 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'693 CHF | 466'943 CHF | 98.80% | 98.80% |