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 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'854 CHF | 478'403 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 94.90 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'009 CHF | 474'559 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'784 CHF | 474'334 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 94.50 % | 94.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'118 CHF | 481'666 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'288 CHF | 491'838 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'922 CHF | 490'472 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'230 CHF | 492'780 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'725 CHF | 492'275 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'727 CHF | 489'277 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'155 CHF | 487'705 CHF | 100.00% | 100.00% |