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 | 0.52% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'885 CHF | 437'135 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'126 CHF | 439'376 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'231 CHF | 444'481 CHF | 99.21% | 99.21% |
15.11.2024 | 0.50% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'979 CHF | 449'229 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 88.55 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'025 CHF | 442'275 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 88.10 % | 88.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'777 CHF | 443'027 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 87.40 % | 87.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'025 CHF | 445'275 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 90.85 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'799 CHF | 455'049 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'569 CHF | 453'819 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'595 CHF | 463'845 CHF | 99.09% | 99.09% |