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 | 0.35% | 88.10 % | 88.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'013 CHF | 447'562 CHF | 98.77% | 98.77% |
19.11.2024 | 0.35% | 88.70 % | 89.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'976 CHF | 445'526 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 88.90 % | 89.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'992 CHF | 445'542 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 90.00 % | 90.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'420 CHF | 456'969 CHF | 99.04% | 99.04% |
14.11.2024 | 0.34% | 92.20 % | 92.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'210 CHF | 460'760 CHF | 99.10% | 99.10% |
13.11.2024 | 0.34% | 90.70 % | 91.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'457 CHF | 458'007 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 91.80 % | 92.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'892 CHF | 463'442 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'074 CHF | 468'624 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 93.00 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'406 CHF | 469'956 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'034 CHF | 472'584 CHF | 99.23% | 99.23% |