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% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'124 CHF | 489'624 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'348 CHF | 487'848 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'749 CHF | 488'249 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'228 CHF | 488'728 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'124 CHF | 489'624 CHF | 99.13% | 99.13% |
13.11.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'868 CHF | 487'368 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'496 CHF | 488'996 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'172 CHF | 491'672 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'106 CHF | 491'606 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'107 CHF | 494'607 CHF | 99.06% | 99.06% |