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% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'158 CHF | 496'658 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'006 CHF | 496'506 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'669 CHF | 497'169 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'676 CHF | 496'176 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'556 CHF | 498'056 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'795 CHF | 495'295 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'675 CHF | 495'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'828 CHF | 497'328 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'273 CHF | 497'773 CHF | 98.52% | 98.52% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'649 CHF | 499'149 CHF | 99.89% | 99.89% |