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% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'266 CHF | 495'766 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'970 CHF | 493'470 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'267 CHF | 493'767 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'235 CHF | 495'735 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'643 CHF | 497'143 CHF | 99.13% | 99.13% |
13.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'475 CHF | 493'975 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'798 CHF | 496'298 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'521 CHF | 500'021 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'768 CHF | 499'268 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'570 CHF | 499'070 CHF | 99.06% | 99.06% |