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 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'115 CHF | 469'365 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'520 CHF | 466'770 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'870 CHF | 470'120 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'628 CHF | 473'878 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'336 CHF | 477'836 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'233 CHF | 476'617 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'350 CHF | 479'841 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'509 CHF | 483'009 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'701 CHF | 479'201 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'836 CHF | 479'336 CHF | 99.06% | 99.06% |