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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'336 CHF | 502'836 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'658 CHF | 502'158 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'902 CHF | 500'402 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'874 CHF | 500'374 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'628 CHF | 499'128 CHF | 99.15% | 99.15% |
13.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'972 CHF | 497'472 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'307 CHF | 500'807 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'557 CHF | 503'057 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'450 CHF | 501'950 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'590 CHF | 502'090 CHF | 99.08% | 99.08% |