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% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'217 CHF | 493'717 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'525 CHF | 492'025 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'968 CHF | 492'468 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'654 CHF | 492'154 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'366 CHF | 489'866 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'488 CHF | 487'988 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'444 CHF | 489'944 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'146 CHF | 493'646 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'522 CHF | 487'022 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'842 CHF | 491'342 CHF | 98.56% | 98.56% |