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 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'692 CHF | 486'192 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'875 CHF | 486'375 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'902 CHF | 488'402 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'057 CHF | 489'557 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'700 CHF | 489'200 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'432 CHF | 487'932 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'592 CHF | 489'092 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'042 CHF | 491'542 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'469 CHF | 490'969 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'793 CHF | 493'293 CHF | 99.08% | 99.08% |