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 | 498'154 CHF | 500'654 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'547 CHF | 499'047 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'677 CHF | 500'227 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'903 CHF | 500'452 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'886 CHF | 501'386 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'326 CHF | 498'826 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'555 CHF | 499'105 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'571 CHF | 501'121 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 99.60 % | 100.10 % | 500'000 | 500'000 | 487'171 | 487'171 | 485'925 CHF | 488'425 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'721 CHF | 502'221 CHF | 99.24% | 99.24% |