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% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'192 CHF | 491'692 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'213 CHF | 492'713 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'660 CHF | 491'160 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'397 CHF | 490'897 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'819 CHF | 492'319 CHF | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'496 CHF | 489'996 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'004 CHF | 500'504 CHF | 93.36% | 93.36% |