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 | 0.32% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'931 CHF | 479'480 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'571 CHF | 478'121 CHF | 99.81% | 99.81% |
18.11.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'370 CHF | 477'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'190 CHF | 481'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'463 CHF | 482'013 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'930 CHF | 483'480 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'569 CHF | 486'119 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'518 CHF | 490'068 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'587 CHF | 488'137 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'669 CHF | 490'219 CHF | 99.23% | 99.23% |