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 | 0.50% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'974 CHF | 454'224 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'855 CHF | 452'105 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'331 CHF | 455'581 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'655 CHF | 460'905 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'111 CHF | 454'361 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'321 CHF | 445'571 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 88.70 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'721 CHF | 450'971 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 91.20 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'009 CHF | 458'259 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'828 CHF | 456'078 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'019 CHF | 462'269 CHF | 98.77% | 98.77% |