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% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'763 CHF | 494'263 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'500 CHF | 493'000 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'087 CHF | 490'587 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'944 CHF | 489'444 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'150 CHF | 492'650 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'638 CHF | 492'138 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'019 CHF | 497'519 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'286 CHF | 499'786 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'326 CHF | 497'826 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'791 CHF | 498'291 CHF | 99.08% | 99.08% |