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% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'014 CHF | 497'563 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'709 CHF | 489'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'602 CHF | 488'152 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'466 CHF | 492'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'490 CHF | 498'040 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'223 CHF | 503'773 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'983 CHF | 507'533 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'338 CHF | 496'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'004 CHF | 492'554 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'397 CHF | 498'947 CHF | 99.24% | 99.24% |