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% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'742 CHF | 491'242 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'680 CHF | 490'180 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'253 CHF | 487'753 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'368 CHF | 486'868 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'326 CHF | 489'826 CHF | 99.13% | 99.13% |
13.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'876 CHF | 489'376 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'906 CHF | 494'406 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'492 CHF | 496'992 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'608 CHF | 495'108 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'090 CHF | 495'590 CHF | 99.06% | 99.06% |