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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'908 CHF | 496'408 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'031 CHF | 496'531 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'926 CHF | 497'426 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'607 CHF | 501'107 CHF | 98.95% | 98.95% |
14.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'727 CHF | 499'227 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'961 CHF | 498'461 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'305 CHF | 498'805 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'445 CHF | 499'945 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'791 CHF | 499'291 CHF | 99.34% | 99.34% |
07.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'901 CHF | 499'401 CHF | 98.80% | 98.80% |