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% | 97.61 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'308 CHF | 492'808 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'359 CHF | 490'859 CHF | 89.37% | 89.37% |
18.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'051 CHF | 493'551 CHF | 99.68% | 99.68% |
15.11.2024 | 0.51% | 98.38 % | 98.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'089 CHF | 495'589 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.77 % | 99.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'945 CHF | 495'445 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.82 % | 98.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'789 CHF | 491'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.38 % | 97.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'244 CHF | 492'744 CHF | 98.74% | 98.74% |
11.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'726 CHF | 496'226 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.21 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'341 CHF | 495'841 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 99.43 % | 99.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'572 CHF | 500'072 CHF | 100.00% | 100.00% |