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 | 0.31% | 96.50 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'913 CHF | 486'413 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'222 CHF | 485'722 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'446 CHF | 487'946 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'703 CHF | 492'203 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'353 CHF | 491'853 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'955 CHF | 489'455 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'652 CHF | 494'152 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'025 CHF | 496'525 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'783 CHF | 494'283 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'287 CHF | 494'787 CHF | 100.00% | 100.00% |