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% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'484 CHF | 499'984 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'265 CHF | 498'765 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'763 CHF | 499'263 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'685 CHF | 499'185 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'083 CHF | 500'583 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'035 CHF | 500'535 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'982 CHF | 501'482 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'708 CHF | 502'208 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'126 CHF | 501'626 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'914 CHF | 501'414 CHF | 99.08% | 99.08% |