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 | 0.51% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'696 CHF | 487'196 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'309 CHF | 484'809 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'781 CHF | 487'281 CHF | 98.90% | 98.90% |
15.11.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'020 CHF | 488'520 CHF | 99.34% | 99.34% |
14.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'586 CHF | 489'086 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'785 CHF | 487'285 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'044 CHF | 491'544 CHF | 99.14% | 99.14% |
11.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'066 CHF | 493'566 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'066 CHF | 489'566 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'192 CHF | 490'692 CHF | 98.56% | 98.56% |