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% | 96.60 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'595 CHF | 487'144 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'233 CHF | 480'783 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'717 CHF | 484'267 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'161 CHF | 484'710 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'852 CHF | 482'402 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.90 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'735 CHF | 475'285 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'253 CHF | 480'753 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.20 % | 96.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'852 CHF | 481'402 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'238 CHF | 479'788 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'634 CHF | 482'184 CHF | 99.23% | 99.23% |