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% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'222 CHF | 495'722 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'726 CHF | 493'226 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'145 CHF | 496'645 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'105 CHF | 496'605 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 499'733 | 494'287 CHF | 496'521 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'988 CHF | 496'488 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'964 CHF | 497'464 CHF | 98.78% | 98.78% |
11.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'307 CHF | 497'807 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'298 CHF | 497'798 CHF | 99.58% | 99.58% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'928 CHF | 498'428 CHF | 99.91% | 99.91% |