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% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'831 CHF | 492'331 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'747 CHF | 490'247 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'953 CHF | 492'453 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'888 CHF | 493'388 CHF | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'059 CHF | 493'559 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'616 CHF | 492'116 CHF | 65.05% | 65.05% |
12.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'590 CHF | 495'090 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'941 CHF | 496'441 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'317 CHF | 493'817 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'092 CHF | 494'592 CHF | 98.56% | 98.56% |