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% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'864 CHF | 502'364 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'747 CHF | 497'247 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'237 CHF | 499'737 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'568 CHF | 501'068 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'272 CHF | 503'772 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'469 CHF | 503'969 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'515 CHF | 505'015 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'224 CHF | 506'724 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'830 CHF | 507'330 CHF | 99.25% | 99.25% |
07.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'102 CHF | 506'602 CHF | 98.80% | 98.80% |