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% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'332 CHF | 488'832 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'498 CHF | 484'998 CHF | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'910 CHF | 485'410 CHF | 99.19% | 99.19% |
15.11.2024 | 0.51% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'738 CHF | 492'238 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'583 CHF | 503'083 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'611 CHF | 502'111 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'894 CHF | 505'394 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'342 CHF | 504'842 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'591 CHF | 502'091 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'642 CHF | 500'142 CHF | 99.08% | 99.08% |