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 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'035 CHF | 498'535 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'473 CHF | 493'973 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'390 CHF | 496'890 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'361 CHF | 497'861 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'639 CHF | 496'139 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'470 CHF | 489'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'479 CHF | 493'979 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'513 CHF | 494'013 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'316 CHF | 493'816 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'407 CHF | 496'907 CHF | 100.00% | 100.00% |