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% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'233 CHF | 499'733 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'511 CHF | 498'011 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'048 CHF | 500'548 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'430 CHF | 501'930 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'865 CHF | 500'365 CHF | 99.14% | 99.14% |
13.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'047 CHF | 499'547 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'529 CHF | 500'029 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'358 CHF | 501'858 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'114 CHF | 501'614 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'588 CHF | 503'088 CHF | 99.08% | 99.08% |