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% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'309 CHF | 500'809 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'560 CHF | 501'060 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'048 CHF | 502'548 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'797 CHF | 503'297 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'259 CHF | 503'759 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'944 CHF | 503'444 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'326 CHF | 503'826 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'792 CHF | 504'292 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'482 CHF | 503'982 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'815 CHF | 504'315 CHF | 98.80% | 98.80% |