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 | 496'586 CHF | 499'086 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'588 CHF | 499'088 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'735 CHF | 500'235 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'537 CHF | 500'037 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'712 CHF | 496'212 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'018 CHF | 495'518 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'501 CHF | 496'001 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'025 CHF | 499'525 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'118 CHF | 497'618 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'414 CHF | 500'914 CHF | 99.09% | 99.09% |