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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'072 CHF | 501'572 CHF | 99.37% | 99.37% |
20.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'626 CHF | 503'126 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'433 CHF | 502'933 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'958 CHF | 503'458 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'426 CHF | 502'926 CHF | 98.95% | 98.95% |
14.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'028 CHF | 502'528 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'413 CHF | 502'913 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'535 CHF | 503'035 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'586 CHF | 503'086 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'951 CHF | 502'451 CHF | 99.34% | 99.34% |