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% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 499'977 | 467'098 CHF | 469'326 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 499'994 | 464'047 CHF | 466'292 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'763 CHF | 472'013 CHF | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'056 CHF | 477'536 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'984 CHF | 479'484 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'306 CHF | 475'612 CHF | 99.38% | 99.38% |
12.11.2024 | 0.52% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'023 CHF | 477'502 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'897 CHF | 480'397 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'549 CHF | 479'049 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'873 CHF | 482'373 CHF | 98.80% | 98.80% |