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% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'396 CHF | 478'857 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'073 CHF | 477'563 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'753 CHF | 480'253 CHF | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'528 CHF | 484'028 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'432 CHF | 478'891 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'353 CHF | 471'603 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'712 CHF | 476'117 CHF | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'666 CHF | 483'166 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'965 CHF | 481'465 CHF | 99.35% | 99.35% |
07.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'542 CHF | 486'042 CHF | 98.77% | 98.77% |