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% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'179 CHF | 461'429 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'081 CHF | 460'331 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'161 CHF | 462'411 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'714 CHF | 465'964 CHF | 98.95% | 98.95% |
14.11.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'675 CHF | 462'925 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'720 CHF | 462'970 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'567 CHF | 463'817 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'570 CHF | 466'820 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'375 CHF | 465'625 CHF | 99.36% | 99.36% |
07.11.2024 | 0.48% | 92.75 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'252 CHF | 465'502 CHF | 98.80% | 98.80% |