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% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'513 CHF | 471'763 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'922 CHF | 463'172 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'061 CHF | 468'311 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 93.15 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'110 CHF | 469'360 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'019 CHF | 474'281 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 499'990 | 472'652 CHF | 474'916 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'789 CHF | 479'289 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'244 CHF | 483'744 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'901 CHF | 484'401 CHF | 99.25% | 99.25% |
07.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 499'998 | 483'468 CHF | 485'966 CHF | 98.80% | 98.80% |