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% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'203 CHF | 467'453 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'081 CHF | 465'331 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'573 CHF | 470'823 CHF | 98.75% | 98.75% |
15.11.2024 | 0.48% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'272 CHF | 471'527 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'669 CHF | 477'148 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'522 CHF | 475'832 CHF | 98.94% | 98.94% |
12.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'786 CHF | 484'286 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'311 CHF | 488'811 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'171 CHF | 481'671 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'231 CHF | 481'731 CHF | 99.09% | 99.09% |