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% | 85.15 % | 85.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'160 CHF | 428'398 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 84.55 % | 84.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'513 CHF | 423'532 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'189 CHF | 424'216 CHF | 99.37% | 99.37% |
15.11.2024 | 0.52% | 84.50 % | 84.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'478 CHF | 428'705 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 86.25 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'234 CHF | 433'484 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 86.45 % | 86.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'266 CHF | 437'516 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 87.20 % | 87.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'025 CHF | 439'275 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'454 CHF | 444'704 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 88.00 % | 88.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'799 CHF | 444'049 CHF | 99.36% | 99.36% |
07.11.2024 | 0.50% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'740 CHF | 447'990 CHF | 98.80% | 98.80% |