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% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'000 CHF | 491'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'953 CHF | 490'503 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'709 CHF | 492'259 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'087 CHF | 493'635 CHF | 99.04% | 99.04% |
14.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'175 CHF | 490'725 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'929 CHF | 491'479 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'202 CHF | 491'752 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'004 CHF | 493'554 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'294 CHF | 491'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'888 CHF | 493'437 CHF | 100.00% | 100.00% |