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% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'506 CHF | 503'006 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'407 CHF | 501'907 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'640 CHF | 502'140 CHF | 98.95% | 98.95% |
15.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'988 CHF | 502'488 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'520 CHF | 503'020 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'767 CHF | 503'267 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'588 CHF | 504'088 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'918 CHF | 504'418 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'487 CHF | 503'987 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'775 CHF | 504'275 CHF | 98.56% | 98.56% |