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 | 485'033 CHF | 487'533 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'518 CHF | 485'018 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'048 CHF | 485'548 CHF | 99.21% | 99.21% |
15.11.2024 | 0.51% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'391 CHF | 486'891 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'334 CHF | 487'834 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'741 CHF | 484'241 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'268 CHF | 486'768 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'033 CHF | 490'533 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'988 CHF | 490'488 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'608 CHF | 494'108 CHF | 98.43% | 98.43% |