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% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'873 CHF | 501'373 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'518 CHF | 499'018 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'222 CHF | 499'722 CHF | 99.68% | 99.68% |
15.11.2024 | 0.50% | 99.51 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'201 CHF | 501'701 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.32 % | 100.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'855 CHF | 502'355 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 98.94 % | 99.44 % | 500'000 | 500'000 | 500'000 | 499'999 | 494'530 CHF | 497'029 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'240 CHF | 499'740 CHF | 98.74% | 98.74% |
11.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'666 CHF | 504'166 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.97 % | 100.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'245 CHF | 503'745 CHF | 99.82% | 99.82% |
07.11.2024 | 0.49% | 100.84 % | 101.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'362 CHF | 507'862 CHF | 100.00% | 100.00% |