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 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'180 CHF | 486'680 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'830 CHF | 485'330 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'796 CHF | 482'296 CHF | 99.22% | 99.22% |
15.11.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'882 CHF | 481'382 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'575 CHF | 485'075 CHF | 99.16% | 99.16% |
13.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 499'970 | 481'997 CHF | 484'468 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'055 CHF | 490'555 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'358 CHF | 493'858 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'012 CHF | 491'512 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'605 CHF | 492'105 CHF | 99.08% | 99.08% |