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% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'883 CHF | 500'383 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'454 CHF | 498'954 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'511 CHF | 500'011 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'515 CHF | 499'015 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'961 CHF | 498'461 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'533 CHF | 498'033 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'189 CHF | 499'689 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'060 CHF | 502'560 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'737 CHF | 502'237 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'240 CHF | 501'740 CHF | 98.80% | 98.80% |