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% | 97.69 % | 98.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'510 CHF | 495'010 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.74 % | 99.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'494 CHF | 495'994 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 98.74 % | 99.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'059 CHF | 496'559 CHF | 99.67% | 99.67% |
15.11.2024 | 0.51% | 98.26 % | 98.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'779 CHF | 494'279 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'518 CHF | 492'018 CHF | 99.33% | 99.33% |
13.11.2024 | 0.50% | 98.07 % | 98.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'041 CHF | 496'541 CHF | 98.12% | 98.12% |
12.11.2024 | 0.50% | 100.13 % | 100.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'852 CHF | 503'352 CHF | 7.20% | 7.20% |
11.11.2024 | 0.48% | 104.28 % | 104.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'116 CHF | 523'616 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'091 CHF | 522'591 CHF | 99.85% | 99.85% |
07.11.2024 | 0.48% | 104.09 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'624 CHF | 523'124 CHF | 100.00% | 100.00% |