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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'178 CHF | 500'678 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'956 CHF | 499'456 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'889 CHF | 500'389 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'332 CHF | 500'832 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'693 CHF | 500'193 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'661 CHF | 499'161 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'454 CHF | 500'954 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'393 CHF | 500'893 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'659 CHF | 501'159 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'505 CHF | 501'005 CHF | 98.57% | 98.57% |