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 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'412 CHF | 495'912 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'262 CHF | 495'762 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'683 CHF | 491'183 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'898 CHF | 496'398 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'621 CHF | 499'121 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'088 CHF | 499'588 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'693 CHF | 499'193 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'848 CHF | 500'348 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'996 CHF | 503'496 CHF | 99.26% | 99.26% |
07.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'261 CHF | 501'761 CHF | 99.90% | 99.90% |