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% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'012 CHF | 496'512 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'359 CHF | 494'859 CHF | 99.17% | 99.17% |
18.11.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'722 CHF | 495'222 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'593 CHF | 497'093 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'818 CHF | 501'318 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'611 CHF | 501'111 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'435 CHF | 501'935 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'381 CHF | 501'881 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'234 CHF | 500'734 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'397 CHF | 499'897 CHF | 98.43% | 98.43% |