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% | 99.03 % | 99.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'198 CHF | 499'698 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.11 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'069 CHF | 497'569 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 99.79 % | 100.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'348 CHF | 500'848 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 99.76 % | 100.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'826 CHF | 502'326 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.09 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'947 CHF | 502'447 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.87 % | 100.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'646 CHF | 502'146 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'906 CHF | 505'406 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 100.84 % | 101.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'438 CHF | 506'938 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.36 % | 100.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'315 CHF | 504'815 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 100.97 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'005 CHF | 506'505 CHF | 100.00% | 100.00% |