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% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'665 CHF | 498'165 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 499'915 | 497'076 CHF | 499'492 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'297 CHF | 501'797 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'793 CHF | 502'293 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'750 CHF | 505'250 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'415 CHF | 505'915 CHF | 99.10% | 99.10% |
12.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'960 CHF | 506'460 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'974 CHF | 506'474 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'173 CHF | 505'673 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'338 CHF | 505'838 CHF | 98.80% | 98.80% |