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 | 0.32% | 95.80 % | 96.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'661 CHF | 481'210 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 95.10 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'237 CHF | 481'787 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'722 CHF | 485'272 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'850 CHF | 483'399 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'811 CHF | 484'361 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'473 CHF | 485'023 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'420 CHF | 486'970 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'789 CHF | 488'339 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'145 CHF | 486'695 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'178 CHF | 488'728 CHF | 99.23% | 99.23% |