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% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'101 CHF | 495'601 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'623 CHF | 495'123 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'434 CHF | 496'934 CHF | 99.38% | 99.38% |
15.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'957 CHF | 494'457 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'939 CHF | 493'439 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'941 CHF | 492'441 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'424 CHF | 491'924 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'435 CHF | 491'935 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'911 CHF | 488'411 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'188 CHF | 492'688 CHF | 98.80% | 98.80% |