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% | 91.45 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'746 CHF | 460'996 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 91.80 % | 92.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'039 CHF | 461'289 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'844 CHF | 464'094 CHF | 99.19% | 99.19% |
15.11.2024 | 0.48% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'746 CHF | 465'996 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'908 CHF | 466'158 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 499'972 | 462'264 CHF | 464'489 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'523 CHF | 468'773 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'270 CHF | 472'520 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'799 CHF | 472'049 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'657 CHF | 476'009 CHF | 99.08% | 99.08% |