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% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'473 CHF | 495'022 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'627 CHF | 495'177 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'449 CHF | 492'999 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'328 CHF | 497'877 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'045 CHF | 502'595 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'308 CHF | 501'858 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'363 CHF | 503'913 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'149 CHF | 503'699 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'966 CHF | 502'516 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'111 CHF | 501'661 CHF | 99.24% | 99.24% |