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% | 92.85 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'139 CHF | 467'389 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'343 CHF | 462'593 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'707 CHF | 463'957 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'644 CHF | 463'894 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'263 CHF | 457'513 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 90.35 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'290 CHF | 452'540 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 90.60 % | 91.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'091 CHF | 456'341 CHF | 99.15% | 99.15% |
11.11.2024 | 0.48% | 92.15 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'609 CHF | 466'859 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 91.40 % | 91.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'791 CHF | 451'041 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'221 CHF | 462'471 CHF | 98.56% | 98.56% |