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% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'506 CHF | 455'756 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'318 CHF | 455'568 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 91.80 % | 92.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'788 CHF | 462'038 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'960 CHF | 464'210 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'757 CHF | 460'007 CHF | 99.13% | 99.13% |
13.11.2024 | 0.49% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 499'996 | 459'357 CHF | 461'604 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'746 CHF | 466'996 CHF | 99.17% | 99.17% |
11.11.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'509 CHF | 478'003 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'274 CHF | 475'639 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'214 CHF | 483'714 CHF | 98.41% | 98.41% |