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% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'248 CHF | 493'748 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'179 CHF | 493'679 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'546 CHF | 493'046 CHF | 98.93% | 98.93% |
15.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'253 CHF | 490'753 CHF | 99.34% | 99.34% |
14.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'365 CHF | 491'865 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'916 CHF | 491'416 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'217 CHF | 495'717 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'313 CHF | 496'813 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'692 CHF | 494'192 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'378 CHF | 493'878 CHF | 98.56% | 98.56% |