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% | 92.75 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'641 CHF | 469'891 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'157 CHF | 473'419 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'910 CHF | 471'160 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'722 CHF | 469'972 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'564 CHF | 468'814 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'729 CHF | 461'979 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'809 CHF | 473'059 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'558 CHF | 471'808 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'016 CHF | 468'266 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'289 CHF | 464'539 CHF | 98.77% | 98.77% |