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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.11.2024 | 0.41% | 98.40 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'214 CHF | 494'214 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 98.10 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'600 CHF | 492'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 98.50 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'945 CHF | 494'945 CHF | 99.76% | 99.76% |
06.11.2024 | 0.40% | 98.40 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'876 CHF | 495'876 CHF | 100.00% | 100.00% |
05.11.2024 | 0.41% | 98.30 % | 98.70 % | 500'000 | 500'000 | 499'603 | 499'603 | 491'369 CHF | 493'368 CHF | 99.81% | 99.81% |
04.11.2024 | 0.41% | 98.40 % | 98.80 % | 500'000 | 500'000 | 499'112 | 499'112 | 491'786 CHF | 493'784 CHF | 100.00% | 100.00% |
01.11.2024 | 0.41% | 98.80 % | 99.20 % | 500'000 | 500'000 | 499'240 | 499'240 | 492'352 CHF | 494'350 CHF | 100.00% | 100.00% |
31.10.2024 | 0.41% | 98.20 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'234 CHF | 493'234 CHF | 100.00% | 100.00% |
30.10.2024 | 0.40% | 98.50 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'789 CHF | 495'789 CHF | 99.26% | 99.26% |
29.10.2024 | 0.40% | 99.00 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'965 CHF | 497'965 CHF | 100.00% | 100.00% |