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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'199 CHF | 498'699 CHF | 99.03% | 99.03% |
25.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'872 CHF | 500'372 CHF | 99.17% | 99.17% |
22.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'916 CHF | 499'416 CHF | 99.17% | 99.17% |
20.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'078 CHF | 499'578 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'424 CHF | 498'924 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'345 CHF | 499'845 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'392 CHF | 499'892 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'599 CHF | 499'099 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'898 CHF | 498'398 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'787 CHF | 498'287 CHF | 99.17% | 99.17% |