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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'504 CHF | 477'990 CHF | 99.17% | 99.17% |
20.11.2024 | 0.48% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'084 CHF | 473'353 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 93.20 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'123 CHF | 468'382 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'596 CHF | 481'096 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'929 CHF | 492'429 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'574 CHF | 497'074 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'733 CHF | 498'233 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'780 CHF | 502'280 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'468 CHF | 503'968 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'070 CHF | 506'570 CHF | 99.17% | 99.17% |