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% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'937 CHF | 492'437 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'121 CHF | 492'621 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'400 CHF | 493'900 CHF | 99.22% | 99.22% |
15.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'137 CHF | 494'637 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'007 CHF | 494'507 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'255 CHF | 493'755 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'976 CHF | 494'476 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'469 CHF | 495'969 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'148 CHF | 495'648 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'711 CHF | 497'211 CHF | 99.08% | 99.08% |