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 | 0.53% | 93.60 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'959 CHF | 470'459 CHF | 99.37% | 99.37% |
19.11.2024 | 0.53% | 93.30 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'544 CHF | 469'044 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 92.60 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'470 CHF | 463'970 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 91.90 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'647 CHF | 463'147 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 93.30 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'563 CHF | 468'063 CHF | 99.10% | 99.10% |
13.11.2024 | 1.44% | 92.80 % | 93.30 % | 500'000 | 500'000 | 249'735 | 249'735 | 232'311 CHF | 234'987 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 94.50 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'254 CHF | 476'754 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'538 CHF | 481'038 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'565 CHF | 477'065 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'208 CHF | 477'708 CHF | 99.23% | 99.23% |