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 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'867 CHF | 496'367 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'383 CHF | 495'883 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'701 CHF | 497'201 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'091 CHF | 496'591 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'740 CHF | 498'240 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'477 CHF | 497'977 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'815 CHF | 498'315 CHF | 78.34% | 78.34% |
11.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'051 CHF | 498'551 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'921 CHF | 498'421 CHF | 83.12% | 83.12% |
07.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'860 CHF | 498'360 CHF | 99.90% | 99.90% |