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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'048 CHF | 502'548 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'244 CHF | 502'744 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'093 CHF | 502'593 CHF | 99.21% | 99.21% |
15.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'333 CHF | 502'833 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'622 CHF | 502'122 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'602 CHF | 501'102 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'533 CHF | 500'033 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'641 CHF | 502'141 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'488 CHF | 501'988 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'022 CHF | 501'522 CHF | 99.08% | 99.08% |