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% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'363 CHF | 435'613 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 87.30 % | 87.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'237 CHF | 437'487 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 87.30 % | 87.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'370 CHF | 437'620 CHF | 99.20% | 99.20% |
15.11.2024 | 0.52% | 86.65 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'434 CHF | 435'684 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'212 CHF | 435'462 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 85.40 % | 85.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'020 CHF | 427'216 CHF | 99.17% | 99.17% |
12.11.2024 | 0.53% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'194 CHF | 429'444 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 86.05 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'582 CHF | 434'832 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 86.45 % | 86.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'084 CHF | 436'334 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 87.25 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'548 CHF | 440'798 CHF | 99.06% | 99.06% |