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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'620 CHF | 496'120 CHF | 99.17% | 99.17% |
20.11.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'183 CHF | 492'683 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'102 CHF | 489'602 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'453 CHF | 496'953 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'074 CHF | 500'574 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'232 CHF | 501'732 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'653 CHF | 502'153 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'741 CHF | 502'241 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'156 CHF | 502'656 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'559 CHF | 503'059 CHF | 99.17% | 99.17% |