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% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'951 CHF | 488'451 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'602 CHF | 486'102 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'142 CHF | 484'642 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'036 CHF | 487'536 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'690 CHF | 492'190 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'784 CHF | 496'284 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 499'945 | 496'089 CHF | 498'534 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'480 CHF | 491'980 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'156 CHF | 489'656 CHF | 99.36% | 99.36% |
07.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'994 CHF | 492'494 CHF | 98.80% | 98.80% |