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% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'391 CHF | 497'891 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'408 CHF | 497'908 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'318 CHF | 497'818 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'152 CHF | 496'652 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'634 CHF | 497'134 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'324 CHF | 496'824 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'261 CHF | 498'761 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'759 CHF | 499'259 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'455 CHF | 497'955 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'151 CHF | 497'651 CHF | 98.56% | 98.56% |