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% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'765 CHF | 498'265 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'447 CHF | 498'947 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'341 CHF | 495'841 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 499'760 | 494'046 CHF | 495'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'361 CHF | 496'861 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'116 CHF | 495'616 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'785 CHF | 501'285 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'362 CHF | 501'862 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'782 CHF | 500'282 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'362 CHF | 503'862 CHF | 99.23% | 99.23% |