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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'021 CHF | 490'521 CHF | 99.28% | 99.28% |
20.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'245 CHF | 488'745 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'891 CHF | 487'391 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'306 CHF | 488'806 CHF | 98.93% | 98.93% |
15.11.2024 | 0.51% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'157 CHF | 487'657 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'209 CHF | 496'709 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'913 CHF | 495'413 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'451 CHF | 495'951 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'283 CHF | 497'783 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'917 CHF | 496'417 CHF | 99.37% | 99.37% |