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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.49% | 91.50 % | 91.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'555 CHF | 460'805 CHF | 99.22% | 99.22% |
27.11.2024 | 0.48% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'388 CHF | 472'638 CHF | 99.17% | 99.17% |
26.11.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'351 CHF | 468'601 CHF | 99.06% | 99.06% |
25.11.2024 | 0.48% | 93.00 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'731 CHF | 467'981 CHF | 99.17% | 99.17% |
22.11.2024 | 0.48% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'248 CHF | 465'498 CHF | 99.17% | 99.17% |
20.11.2024 | 0.49% | 91.55 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'946 CHF | 460'196 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'536 CHF | 453'786 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'820 CHF | 454'070 CHF | 99.21% | 99.21% |
15.11.2024 | 0.48% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'863 CHF | 468'113 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'882 CHF | 484'382 CHF | 99.16% | 99.16% |