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% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'868 CHF | 487'368 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'108 CHF | 486'608 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'556 CHF | 490'056 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'555 CHF | 489'055 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'412 CHF | 490'912 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'155 CHF | 490'655 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'540 CHF | 491'040 CHF | 98.68% | 98.68% |
11.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'592 CHF | 492'092 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'740 CHF | 492'240 CHF | 99.78% | 99.78% |
07.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'329 CHF | 492'829 CHF | 99.90% | 99.90% |