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% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'673 CHF | 493'173 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'670 CHF | 492'170 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'223 CHF | 493'723 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'233 CHF | 490'733 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'765 CHF | 488'265 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'960 CHF | 485'460 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'809 CHF | 488'309 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'544 CHF | 489'044 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'733 CHF | 490'233 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'206 CHF | 489'706 CHF | 98.79% | 98.79% |