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% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'514 CHF | 487'014 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'702 CHF | 488'202 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'053 CHF | 487'553 CHF | 99.19% | 99.19% |
15.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'191 CHF | 485'691 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'873 CHF | 486'373 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'649 CHF | 482'149 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'104 CHF | 482'604 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'023 CHF | 491'523 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'741 CHF | 494'241 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'048 CHF | 493'548 CHF | 99.06% | 99.06% |