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 | 0.49% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'585 CHF | 462'835 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'886 CHF | 465'136 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'265 CHF | 470'515 CHF | 98.90% | 98.90% |
15.11.2024 | 0.51% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'913 CHF | 476'321 CHF | 99.34% | 99.34% |
14.11.2024 | 0.48% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'567 CHF | 472'817 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'348 CHF | 470'598 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'214 CHF | 475'581 CHF | 99.14% | 99.14% |
11.11.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'416 CHF | 481'916 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'620 CHF | 480'120 CHF | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'624 CHF | 484'124 CHF | 98.56% | 98.56% |