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% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'918 CHF | 473'197 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'335 CHF | 472'593 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'425 CHF | 475'769 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'937 CHF | 472'187 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'535 CHF | 471'785 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'395 CHF | 468'645 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'533 CHF | 465'783 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'599 CHF | 465'849 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 92.30 % | 92.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'687 CHF | 460'937 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'743 CHF | 464'993 CHF | 98.80% | 98.80% |