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% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'102 CHF | 490'602 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'192 CHF | 491'692 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'653 CHF | 491'153 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'788 CHF | 489'288 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'464 CHF | 489'964 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'574 CHF | 486'074 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'110 CHF | 486'610 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'191 CHF | 494'691 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'652 CHF | 497'152 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'071 CHF | 496'571 CHF | 99.06% | 99.06% |