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 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'790 CHF | 485'339 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'929 CHF | 480'479 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'981 CHF | 482'531 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 96.20 % | 96.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'349 CHF | 483'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'479 CHF | 487'029 CHF | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'515 CHF | 485'065 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'028 CHF | 487'578 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'077 CHF | 490'627 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'952 CHF | 491'502 CHF | 99.80% | 99.80% |
07.11.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'074 CHF | 491'574 CHF | 99.76% | 99.76% |