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% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'218 CHF | 472'468 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'834 CHF | 471'084 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'590 CHF | 471'840 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'893 CHF | 475'221 CHF | 99.37% | 99.37% |
14.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'613 CHF | 478'104 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'934 CHF | 476'315 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'914 CHF | 480'414 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'922 CHF | 482'422 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'934 CHF | 481'434 CHF | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'460 CHF | 482'960 CHF | 98.57% | 98.57% |