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 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 499'329 | 500'000 | 498'419 CHF | 503'089 CHF | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'624 CHF | 502'624 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'237 CHF | 502'237 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'108 CHF | 499'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'269 CHF | 498'269 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'064 CHF | 495'064 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'338 CHF | 495'338 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'248 CHF | 497'248 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'608 CHF | 497'608 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'442 CHF | 498'442 CHF | 99.76% | 99.76% |