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 | 0.33% | 95.00 % | 95.31 % | 500'000 | 500'000 | 486'857 | 486'724 | 462'645 CHF | 464'025 CHF | 99.15% | 99.15% |
19.11.2024 | 0.33% | 95.00 % | 95.31 % | 500'000 | 500'000 | 486'933 | 486'933 | 463'528 CHF | 465'037 CHF | 99.72% | 99.72% |
18.11.2024 | 0.33% | 95.30 % | 95.61 % | 500'000 | 500'000 | 486'974 | 486'974 | 463'715 CHF | 465'225 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 486'970 | 486'970 | 463'112 CHF | 465'547 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 486'852 | 486'852 | 460'704 CHF | 462'214 CHF | 99.10% | 99.10% |
13.11.2024 | 0.33% | 95.00 % | 95.31 % | 500'000 | 500'000 | 486'971 | 486'971 | 463'561 CHF | 465'071 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 95.20 % | 95.51 % | 500'000 | 500'000 | 485'259 | 485'259 | 463'490 CHF | 465'002 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 472'699 CHF | 474'208 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 486'973 | 486'973 | 477'367 CHF | 478'877 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 486'875 | 486'875 | 481'777 CHF | 483'286 CHF | 99.27% | 99.27% |