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 | 0.51% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'230 CHF | 446'480 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'409 CHF | 444'659 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'166 CHF | 439'416 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'314 CHF | 438'564 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'057 CHF | 444'307 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 88.05 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'374 CHF | 443'624 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 89.70 % | 90.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'396 CHF | 452'646 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 91.15 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'340 CHF | 458'590 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 90.00 % | 90.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'233 CHF | 453'483 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 90.15 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'713 CHF | 454'963 CHF | 99.08% | 99.08% |