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% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'154 CHF | 493'654 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'695 CHF | 493'195 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'773 CHF | 494'273 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'480 CHF | 491'980 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'577 CHF | 490'077 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'517 CHF | 488'017 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'772 CHF | 490'272 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'134 CHF | 490'634 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'835 CHF | 491'335 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'117 CHF | 490'617 CHF | 98.77% | 98.77% |