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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'628 CHF | 496'128 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'470 CHF | 494'970 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'775 CHF | 496'275 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'766 CHF | 496'266 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'662 CHF | 496'162 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'876 CHF | 495'376 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'539 CHF | 497'039 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'028 CHF | 497'528 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'859 CHF | 496'359 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'224 CHF | 496'724 CHF | 98.56% | 98.56% |