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% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'366 CHF | 487'866 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'843 CHF | 488'343 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'749 CHF | 493'249 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'476 CHF | 495'976 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'676 CHF | 497'176 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'993 CHF | 496'493 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'931 CHF | 498'431 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'258 CHF | 499'758 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'396 CHF | 498'896 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'981 CHF | 499'481 CHF | 98.80% | 98.80% |