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 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'800 CHF | 495'300 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'866 CHF | 496'366 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'794 CHF | 493'294 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'418 CHF | 492'918 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'526 CHF | 494'026 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'304 CHF | 491'804 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'910 CHF | 501'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'747 CHF | 504'247 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'047 CHF | 502'547 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'913 CHF | 504'413 CHF | 99.23% | 99.23% |