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 | 0.49% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'458 CHF | 475'803 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'568 CHF | 474'858 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'336 CHF | 475'692 CHF | 99.19% | 99.19% |
15.11.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'717 CHF | 479'217 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'847 CHF | 480'347 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'209 CHF | 480'709 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'586 CHF | 485'086 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'425 CHF | 486'925 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'324 CHF | 486'824 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'868 CHF | 489'368 CHF | 99.08% | 99.08% |