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% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'219 CHF | 489'719 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'357 CHF | 489'857 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'174 CHF | 490'674 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'297 CHF | 494'797 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'848 CHF | 497'348 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'382 CHF | 497'882 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'390 CHF | 499'890 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'378 CHF | 500'878 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'746 CHF | 500'246 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'668 CHF | 500'168 CHF | 99.08% | 99.08% |