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 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'060 CHF | 486'610 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'731 CHF | 484'281 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'595 CHF | 487'145 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'259 CHF | 489'808 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'784 CHF | 491'334 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'479 CHF | 495'029 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'888 CHF | 496'438 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'877 CHF | 500'427 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'935 CHF | 501'485 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'031 CHF | 505'581 CHF | 99.23% | 99.23% |