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 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'197 CHF | 496'697 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'247 CHF | 493'747 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'574 CHF | 496'074 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'220 CHF | 496'720 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'568 CHF | 498'068 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'800 CHF | 498'300 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'033 CHF | 499'533 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'549 CHF | 501'049 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'976 CHF | 501'476 CHF | 99.36% | 99.36% |
07.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'762 CHF | 501'262 CHF | 98.80% | 98.80% |