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% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'370 CHF | 488'870 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'146 CHF | 486'646 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'537 CHF | 488'037 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'358 CHF | 489'858 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'097 CHF | 488'597 CHF | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'818 CHF | 486'318 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'998 CHF | 490'498 CHF | 99.16% | 99.16% |
11.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'999 CHF | 490'499 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'004 CHF | 489'504 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'498 CHF | 489'998 CHF | 98.56% | 98.56% |