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 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'786 CHF | 481'286 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'670 CHF | 478'170 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'655 CHF | 480'155 CHF | 99.20% | 99.20% |
15.11.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'062 CHF | 479'559 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'185 CHF | 482'685 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'846 CHF | 482'346 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'663 CHF | 486'163 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'788 CHF | 489'288 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'202 CHF | 485'702 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'106 CHF | 485'606 CHF | 99.06% | 99.06% |