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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'794 CHF | 495'294 CHF | 98.81% | 98.81% |
22.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'098 CHF | 495'598 CHF | 99.30% | 99.30% |
20.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'886 CHF | 493'386 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'211 CHF | 492'711 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'355 CHF | 494'855 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'034 CHF | 496'534 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'056 CHF | 499'556 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'153 CHF | 500'653 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'025 CHF | 500'525 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'911 CHF | 501'411 CHF | 99.38% | 99.38% |