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 | 0.51% | 96.77 % | 97.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'731 CHF | 488'231 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.54 % | 98.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'559 CHF | 491'059 CHF | 89.36% | 89.36% |
18.11.2024 | 0.51% | 98.24 % | 98.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'912 CHF | 494'412 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'879 CHF | 494'379 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.91 % | 98.41 % | 500'000 | 500'000 | 500'000 | 499'922 | 489'849 CHF | 492'272 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.01 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'826 CHF | 493'326 CHF | 23.85% | 23.85% |
12.11.2024 | 0.52% | 95.18 % | 95.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'489 CHF | 480'989 CHF | 98.72% | 98.72% |
11.11.2024 | 0.52% | 96.01 % | 96.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'312 CHF | 483'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 95.08 % | 95.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'727 CHF | 478'227 CHF | 99.83% | 99.83% |
07.11.2024 | 0.53% | 95.19 % | 95.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'900 CHF | 477'400 CHF | 99.00% | 99.00% |