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 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'908 CHF | 489'408 CHF | 99.36% | 99.36% |
19.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'322 CHF | 487'822 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'110 CHF | 488'610 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 96.50 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'558 CHF | 486'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'497 CHF | 495'997 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'296 CHF | 494'796 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'143 CHF | 495'643 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'803 CHF | 496'303 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'090 CHF | 496'590 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'494 CHF | 493'994 CHF | 99.76% | 99.76% |