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% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'431 CHF | 489'931 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'594 CHF | 490'094 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'013 CHF | 491'513 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'777 CHF | 492'277 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 499'994 | 489'655 CHF | 492'149 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 499'998 | 488'879 CHF | 491'377 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'692 CHF | 492'192 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'404 CHF | 493'904 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'023 CHF | 493'523 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'771 CHF | 495'271 CHF | 99.08% | 99.08% |