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% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'537 CHF | 496'037 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'987 CHF | 497'487 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'041 CHF | 498'541 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'838 CHF | 497'338 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'517 CHF | 497'017 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'305 CHF | 494'805 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'316 CHF | 494'816 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'411 CHF | 495'911 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'853 CHF | 494'353 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'836 CHF | 497'336 CHF | 98.77% | 98.77% |