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% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'898 CHF | 494'398 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'323 CHF | 495'823 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'214 CHF | 494'714 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'266 CHF | 492'766 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'806 CHF | 493'306 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'397 CHF | 492'897 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'312 CHF | 496'812 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'485 CHF | 500'985 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'445 CHF | 500'945 CHF | 99.36% | 99.36% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'005 CHF | 501'505 CHF | 63.05% | 63.05% |