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% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'629 CHF | 480'129 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'394 CHF | 476'856 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'101 CHF | 484'601 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'391 CHF | 491'891 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'778 CHF | 497'278 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'522 CHF | 498'022 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'586 CHF | 502'086 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'270 CHF | 504'770 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'285 CHF | 500'785 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'584 CHF | 498'084 CHF | 98.79% | 98.79% |