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% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'755 CHF | 494'255 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'697 CHF | 495'197 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'317 CHF | 494'817 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'923 CHF | 492'423 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'549 CHF | 493'049 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'922 CHF | 488'422 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'586 CHF | 490'086 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'752 CHF | 498'252 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'330 CHF | 500'830 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'480 CHF | 499'980 CHF | 98.43% | 98.43% |