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% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'856 CHF | 493'356 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.99 % | 98.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'974 CHF | 491'474 CHF | 89.37% | 89.37% |
18.11.2024 | 0.51% | 98.56 % | 99.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'390 CHF | 494'890 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 98.37 % | 98.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'356 CHF | 495'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.43 % | 98.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'573 CHF | 494'073 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.21 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'156 CHF | 494'656 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.38 % | 98.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'295 CHF | 496'795 CHF | 98.73% | 98.73% |
11.11.2024 | 0.50% | 99.57 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'872 CHF | 501'372 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.28 % | 99.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'288 CHF | 499'788 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.22 % | 100.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 503'000 CHF | 100.00% | 100.00% |