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% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'535 CHF | 493'035 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'109 CHF | 490'609 CHF | 99.37% | 99.37% |
18.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'509 CHF | 491'009 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'362 CHF | 490'862 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'537 CHF | 489'037 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'298 CHF | 486'798 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'180 CHF | 492'680 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'092 CHF | 496'592 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'277 CHF | 495'777 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'305 CHF | 497'805 CHF | 98.56% | 98.56% |