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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'657 CHF | 493'157 CHF | 99.17% | 99.17% |
20.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'810 CHF | 490'310 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'092 CHF | 486'592 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'455 CHF | 495'955 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'922 CHF | 502'422 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'654 CHF | 505'154 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'412 CHF | 505'912 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'986 CHF | 506'486 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'780 CHF | 507'280 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'118 CHF | 508'618 CHF | 99.17% | 99.17% |