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% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'386 CHF | 498'886 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'912 CHF | 496'412 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'633 CHF | 499'133 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'185 CHF | 501'685 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'512 CHF | 503'012 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'142 CHF | 501'642 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'378 CHF | 503'878 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'381 CHF | 504'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'589 CHF | 502'089 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'136 CHF | 502'636 CHF | 99.23% | 99.23% |