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% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'798 CHF | 454'048 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 89.80 % | 90.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'035 CHF | 450'285 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 90.70 % | 91.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'831 CHF | 455'081 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'423 CHF | 461'673 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'783 CHF | 469'033 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'002 CHF | 470'252 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'142 CHF | 469'392 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'824 CHF | 473'074 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'014 CHF | 468'264 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'075 CHF | 468'325 CHF | 99.08% | 99.08% |