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 | 486'593 CHF | 489'093 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'776 CHF | 488'276 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'326 CHF | 488'826 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'295 CHF | 490'795 CHF | 99.35% | 99.35% |
14.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'956 CHF | 492'456 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'073 CHF | 491'573 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'484 CHF | 493'984 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'774 CHF | 495'274 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'242 CHF | 494'742 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'155 CHF | 495'655 CHF | 98.56% | 98.56% |