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% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'936 CHF | 495'436 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'851 CHF | 493'351 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'968 CHF | 494'468 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'867 CHF | 494'367 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'202 CHF | 496'702 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'139 CHF | 496'639 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'111 CHF | 498'611 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'670 CHF | 500'170 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'040 CHF | 498'540 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'798 CHF | 498'298 CHF | 99.06% | 99.06% |