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 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'877 CHF | 490'377 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 97.20 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'476 CHF | 487'976 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'587 CHF | 488'087 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'356 CHF | 490'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'896 CHF | 489'396 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'188 CHF | 487'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'215 CHF | 492'715 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'060 CHF | 492'560 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'245 CHF | 489'745 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'428 CHF | 490'928 CHF | 99.23% | 99.23% |