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% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'607 CHF | 495'107 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'318 CHF | 494'818 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'730 CHF | 495'230 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'468 CHF | 492'968 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'917 CHF | 491'417 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'565 CHF | 490'065 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'349 CHF | 491'849 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'880 CHF | 492'380 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'849 CHF | 493'349 CHF | 99.35% | 99.35% |
07.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'424 CHF | 492'924 CHF | 98.77% | 98.77% |