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 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'776 CHF | 492'325 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'195 CHF | 489'745 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'998 CHF | 487'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'752 CHF | 488'300 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'230 CHF | 488'780 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'854 CHF | 488'404 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'375 CHF | 490'925 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'141 CHF | 493'691 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'190 CHF | 492'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'111 CHF | 494'661 CHF | 95.44% | 95.44% |