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% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'483 CHF | 467'733 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 93.10 % | 93.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'865 CHF | 467'115 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'585 CHF | 467'835 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'685 CHF | 470'935 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'178 CHF | 472'428 CHF | 99.13% | 99.13% |
13.11.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'870 CHF | 473'120 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'860 CHF | 477'306 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'184 CHF | 479'684 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'673 CHF | 479'173 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'066 CHF | 482'566 CHF | 99.06% | 99.06% |