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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'919 CHF | 490'419 CHF | 99.06% | 99.06% |
25.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'213 CHF | 493'713 CHF | 99.17% | 99.17% |
22.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'992 CHF | 491'492 CHF | 99.17% | 99.17% |
20.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'493 CHF | 492'993 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'974 CHF | 490'474 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'153 CHF | 493'653 CHF | 99.20% | 99.20% |
15.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'373 CHF | 493'873 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'101 CHF | 491'601 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'240 CHF | 489'740 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'247 CHF | 489'747 CHF | 99.17% | 99.17% |