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 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'240 CHF | 472'490 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'013 CHF | 474'270 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'556 CHF | 471'842 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 93.35 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'165 CHF | 471'415 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'428 CHF | 473'682 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'564 CHF | 469'836 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'249 CHF | 488'748 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'268 CHF | 493'768 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'715 CHF | 490'215 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'258 CHF | 491'758 CHF | 98.57% | 98.57% |