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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'902 CHF | 498'402 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'559 CHF | 496'059 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'900 CHF | 497'400 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'761 CHF | 499'261 CHF | 99.34% | 99.34% |
14.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'408 CHF | 497'908 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'994 CHF | 495'494 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'138 CHF | 499'638 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'068 CHF | 499'568 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'281 CHF | 498'781 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'678 CHF | 499'178 CHF | 98.56% | 98.56% |