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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'966 CHF | 495'466 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'019 CHF | 494'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'439 CHF | 495'939 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'812 CHF | 495'312 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'680 CHF | 496'180 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'426 CHF | 495'926 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'616 CHF | 497'116 CHF | 97.91% | 97.91% |
11.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 499'986 | 499'907 | 494'423 CHF | 496'844 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'788 CHF | 497'288 CHF | 97.26% | 97.26% |
07.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'774 CHF | 496'274 CHF | 40.72% | 40.72% |