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 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'483 CHF | 496'983 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'919 CHF | 496'419 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'313 CHF | 493'813 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'323 CHF | 493'823 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'083 CHF | 493'583 CHF | 99.13% | 99.13% |
13.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'345 CHF | 491'845 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'335 CHF | 493'835 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'818 CHF | 492'318 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'191 CHF | 488'691 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'707 CHF | 488'207 CHF | 99.06% | 99.06% |