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% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'910 CHF | 496'410 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'439 CHF | 495'939 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'934 CHF | 496'434 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'595 CHF | 497'095 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'990 CHF | 497'490 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'008 CHF | 497'508 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'244 CHF | 498'744 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'923 CHF | 499'423 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'994 CHF | 499'494 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'257 CHF | 499'757 CHF | 99.08% | 99.08% |