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 | 0.33% | 92.00 % | 92.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'038 CHF | 463'587 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 92.50 % | 92.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'565 CHF | 468'115 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 93.60 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'199 CHF | 472'699 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 94.30 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'221 CHF | 474'721 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'369 CHF | 486'919 CHF | 99.10% | 99.10% |
13.11.2024 | 1.00% | 98.30 % | 98.61 % | 500'000 | 500'000 | 190'829 | 190'829 | 186'779 CHF | 187'709 CHF | 99.30% | 99.30% |
12.11.2024 | 0.31% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'913 CHF | 493'463 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'606 CHF | 494'156 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'748 CHF | 490'298 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'138 CHF | 491'688 CHF | 99.23% | 99.23% |