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% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'900 CHF | 490'400 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'141 CHF | 489'641 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'332 CHF | 493'832 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'931 CHF | 496'431 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'716 CHF | 497'216 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'534 CHF | 495'034 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'299 CHF | 500'799 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'357 CHF | 503'857 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'298 CHF | 500'798 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'434 CHF | 498'934 CHF | 98.57% | 98.57% |