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 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'557 CHF | 479'035 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'413 CHF | 477'904 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'108 CHF | 481'587 CHF | 98.93% | 98.93% |
15.11.2024 | 0.51% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'939 CHF | 488'439 CHF | 99.35% | 99.35% |
14.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'011 CHF | 492'511 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'653 CHF | 491'153 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'332 CHF | 490'832 CHF | 99.14% | 99.14% |
11.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'404 CHF | 491'904 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'530 CHF | 492'030 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'237 CHF | 492'737 CHF | 98.56% | 98.56% |