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 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'874 CHF | 491'374 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'829 CHF | 492'329 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'256 CHF | 491'756 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'951 CHF | 490'451 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'547 CHF | 492'047 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.20 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'315 CHF | 485'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'551 CHF | 487'051 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'789 CHF | 491'289 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'064 CHF | 492'564 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 499'561 | 495'143 CHF | 496'207 CHF | 99.23% | 99.23% |