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% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'328 CHF | 500'828 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'677 CHF | 500'177 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'731 CHF | 502'231 CHF | 99.21% | 99.21% |
15.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'128 CHF | 503'628 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'862 CHF | 502'362 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 499'976 | 499'198 CHF | 501'674 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'746 CHF | 502'246 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'851 CHF | 504'351 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'702 CHF | 504'202 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'059 CHF | 505'559 CHF | 99.08% | 99.08% |