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% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'205 CHF | 471'455 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'995 CHF | 470'245 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'791 CHF | 471'041 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'964 CHF | 474'214 CHF | 99.34% | 99.34% |
14.11.2024 | 0.51% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'254 CHF | 476'676 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'653 CHF | 474'915 CHF | 65.04% | 65.04% |
12.11.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'279 CHF | 478'779 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'322 CHF | 480'822 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'539 CHF | 480'039 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'075 CHF | 481'575 CHF | 98.56% | 98.56% |