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% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'765 CHF | 493'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'220 CHF | 490'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'346 CHF | 491'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'679 CHF | 491'228 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'365 CHF | 491'915 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'872 CHF | 490'372 CHF | 99.80% | 99.80% |
12.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'773 CHF | 492'273 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'253 CHF | 493'753 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'008 CHF | 490'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'915 CHF | 494'415 CHF | 100.00% | 100.00% |