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% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'751 CHF | 488'251 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'892 CHF | 488'392 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'396 CHF | 491'896 CHF | 99.38% | 99.38% |
15.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'802 CHF | 494'302 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'626 CHF | 495'126 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'327 CHF | 494'827 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'731 CHF | 496'231 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'024 CHF | 497'524 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'168 CHF | 496'668 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'697 CHF | 497'197 CHF | 98.80% | 98.80% |