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% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'629 CHF | 496'129 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'772 CHF | 494'272 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'279 CHF | 494'779 CHF | 99.38% | 99.38% |
15.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'915 CHF | 495'415 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'465 CHF | 494'965 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'649 CHF | 495'149 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'773 CHF | 496'273 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'105 CHF | 497'605 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'280 CHF | 496'780 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'657 CHF | 496'157 CHF | 98.80% | 98.80% |