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 | 0.50% | 89.00 % | 89.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'003 CHF | 450'253 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'892 CHF | 453'142 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'723 CHF | 454'973 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'292 CHF | 458'542 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'293 CHF | 462'543 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'094 CHF | 456'344 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'476 CHF | 464'726 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'731 CHF | 464'981 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 92.05 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'428 CHF | 464'678 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'910 CHF | 471'160 CHF | 98.56% | 98.56% |