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% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'226 CHF | 495'726 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'094 CHF | 497'594 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'800 CHF | 498'300 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'748 CHF | 497'248 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'156 CHF | 496'656 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'469 CHF | 493'969 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'155 CHF | 493'655 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'343 CHF | 494'843 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'929 CHF | 493'429 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'641 CHF | 496'141 CHF | 98.77% | 98.77% |